Whinney is Ayla's horse, a dun-yellow Przewalski mare. Her real name is the sound of a horse's whinny, but to most people, she is introduced as "Whinney," because that is easier to say and understand.
During Ayla's first summer in her valley, she killed a horse for meat. When she discovered that the horse had a young foal, she felt sorry for it and chased away the hyenas that were stalking her. (Ayla hated hyenas.) Then she realized that the foal would die without her help, so she adopted it.
Whinney was a companion to Ayla during her lonely time in the valley. The first time she leapt onto Whinney's back, it had been an impulsive act, and she merely held on as the horse ran. Later, she and Whinney began to understand each other's signals, and Ayla began to be able to direct the horse.
Eventually, Ayla learned to hunt from horseback, and she trained Whinney to help her carry things. She developed a travois, which consisted of a platform mounted on two poles that were dragged behind the horse.
When Ayla brought home an injured cave lion cub, Whinney helped to look after Baby. Soon after, Whinney went into season, and she temporarily joined a herd. However, when her dark brown stallion died, she returned to Ayla and gave birth to Racer.
During Jondalar and Ayla's Journey, Whinney was temporarily kidnapped by a herd of horses, resulting in a detour that led to Jondalar's abduction by S'Armunai hunters and the liberation of their camp.
Shortly before Jondalar and Ayla reached Zelandonii territory, Whinney went into season again and spent a night with a pale stallion. The following spring, Whinney gave birth to a filly named Gray after her coloring.
First and foremost, Whinney was vital to Ayla's survival when she was alone in the valley. Whinney made it easier to hunt and carry heavy loads. She saved Ayla's life on at least two occasions: (1) when she was caught unprepared in a blizzard outside of her valley and (2) when she was too cold and weak to continue swimming across the Sister River. Ayla rode her during her Journey with Jondalar, which shortened the trip and made it easier to cross rivers.
Most people attributed Ayla's ability to control Whinney to supernatural powers and were wary. However, Ayla believed that anyone could tame a horse if the horse was raised by humans. Ayla sometimes used the horse as a form of therapy for injured children. Both Rydag (a Mamutoi child of mixed spirits with a weak heart) and Lanidar (a Zelandonii boy with a lame arm) experienced a sense of joy that they had never known when they were with the horses.