I Have a Pony is the debut comedy album by American stand-up comedian Steven Wright, released in 1985.

It was recorded at Wolfgang's in San Francisco and Park West in Chicago.

I Have a Pony is 40 minutes long and consists entirely of Wright's typical style of one-line jokes.

"[2] On September 25, 2007, nearly 22 years later, Wright released a follow-up titled I Still Have a Pony (a CD release of the material from When The Leaves Blow Away).

[3] It was nominated for the Grammy Award for Best Comedy Album in 1987.