We investigated mutual grooming by Jeju pony (Equus caballus) foals to determine whether male foals preferentially interact with potential future sexual partners or competitors. We predicted that relative to female foals, male foals would exchange grooming more frequently with young mares and that in general, foals would mutually groom more frequently with the opposite sex rather than the same sex. Observing 53 foals between April and October 1998, we recorded 113 mutual grooming events. Male foals exchanged grooming with yearling mares more frequently than with their mother, while female foals exchanged grooming with their mother more frequently than with yearling mares. Contrary to the prediction, foals were not more likely to mutually groom with a foal of the opposite sex than with a foal of the same sex. In our study, 21 instances of play-fighting behavior followed mutual grooming between peers. Relative to intersexual grooming events, play-fighting was more likely to follow intrasexual mutual grooming, and male foals were much more likely to play fight than female foals. These results provide evidence that Jeju pony foals develop and maintain social relationships at the earliest stage of their lives. We suggest that early social experiences might influence social bonding later when the male foal begins to form a harem after separation from its mother.