I was playing Minecraft on my PS4 putting coal in the furnace, when I saw in the corner of my eye that my horse had disappeared! I went to the Nether portal and transported myself through it, and found my horse stuck in the Nether. I can't figure out a way to get it out of there.
You should be able to either ride your horse out through your existing nether portal or build a bigger one. I can't find much on nether portals in the console edition but this website might help.