Brighty of the Grand Canyon
From the publisher's website:
Long ago, a lone little burro roamed the high cliffs of the Grand Canyon and touched the hearts of all who knew him: a grizzled old miner, a big-game hunter, even President Teddy Roosevelt. Named Brighty by the prospector who befriended him, he remained a free spirit at heart. But when a ruthless claim-jumper murdered the prospector, loyal Brighty risked everything to bring the killer to justice.
Brighty's adventures have delighted generations of readers, and he has become the symbol of a joyous way of life. Some people say that you can even see his spirit roving the canyon on moonlit nights-forever wild, forever free.