Zebras were Earth-native mammals.
The First Doctor once commented upon an engraving found aboard the Ark that apparently depicted a zebra with two heads. (DW: The Ark)
Redvers Fenn-Cooper had killed at least one zebra. He took its head as a trophy and had it displayed on a wall in Gabriel Chase. (DW: Ghost Light)
On an unnamed planet in another dimension, partially inhabited by ex-Tellac miners, K9 discovered some zebra living amongst a whole kingdom of Earth animals from widely different periods of evolutionary history. (AK9: K9 and the Missing Planet)
The Second Doctor and Jamie once used a herd of animals — which included zebras — to stampede a group of Quarks. (TVC: Jungle of Doom)
The Seventh Doctor and Ace saw zebras living in the Ngorogoro Crater in 1926. (DWM: Prelude Birthright)
The genetic cousin of the zebra, according to both the Tenth Doctor and The I-Spyder Book of Earth Creatures, was the quagga, a brown-and-white striped variant that was made extinct on Earth in the 19th century. (NSA: The Last Dodo)