Praise be to Allah.
The Prophet (peace and blessings of Allaah be upon him) rode horses, camels, mules and donkeys. He rode horses both saddled and bareback, and he used to make them gallop them on occasion. He used to ride alone, which was most of the time, but sometimes he would put someone behind him on the camel, or he would put one person behind him and one in front, so there would be three men on one camel. So he would sometimes let some men ride on his camel with him, and on some occasions he let his wives ride with him. The animals which he rode most often were horses and camels. With regard to mules, it is known that he had one mule which was given to him as a gift by one of the kings. Mules were not well known in the land of the Arabs, and when he was given a mule, it was asked, “Why do we not mate horses with donkeys?” He said, “That is only done by those who do not know.”
(Narrated by Abu Dawood, 2565; classed as saheeh by al-Albaani in Saheeh Abi Dawood, 2236)