I'll give you my perspective as a lover of fantasy and SF literature.
One could probably argue that if your story is set in an entirely different world you shouldn't have any familiar species. And if there are familiar ones, there better had be a good explanation for it.
Often (but not always) SF stories adhere to this principle, with familiar species having come to other worlds and encountering the local fauna and flora.
In fantasy, this logic -if we're honest- often goes right out of the window.
You have humans (and often other "races") in a world that has nothing to do with ours. There will be familiar species (horses, cow, bees, flies, etc.) and fantasy animals when there should not be any familiar species at all. Not even humans.
But it will demand quite a lot of readers to get familiar with an entire unknown flora and fauna from scratch. After all, that's only the backdrop of the story. We want to read a novel telling an interesting story, not a Lexicon of the Flora & Fauna of Istrania.
Therefore, for practical purposes, most fantasy writers use a good number of real animals (plenty of horses in fantasy novels!) and spice up their worlds with some more fantasy species. I would think that most readers are used to that and don't even realize that there's a logical problem with this! ;-)
Ultimately, it is your decision.
It will be more challenging for your readers if you introduce 20 new animals that are effectively equivalent to real-world animals so I probably wouldn't work with a complete set of fantasy animals but having some should be fine. Or if you have a lot, introduce them gradually.
No right or wrong answer here, probably! :-)