Which animals are known to have been present at the birth of Jesus?

Very interesting question.

Luke is the only Gospel that narrates the birth of Jesus and no animals are mentioned at all.

We know Mary gave birth in a stable because there was no room at the inn.

And she brought forth her firstborn son, and wrapped him in swaddling clothes, and laid him in a manger; because there was no room for them in the inn. Luke 2:7

One would assume there would be many animals - the Nativity scenes always show a cow and a donkey but there is no proof that I can find.

One could asssume there was a donkey because Mary rode to Bethlehem on one and you would assume they would have it with them but thats as much as I've got on this one!

No animals attend Christ's birth in the gospels of Matthew or Luke, but an ox and ass appear in the images very early on -- for example, in the Nativity block at left from a 6th-century Palestinian icon -- SEE LINK. The reason is the influence of the Pseudo-Gospel of Matthew, in which an ox and ass adore the child in fulfillment of the prophecy in Isaiah1:3. Jesus' fulfillment of Old Testament prophecies is a central theme of Christian doctrine, so Nativity iconography stays with the ox and ass all the way into modern times (viz. the 20th-century Nativity portal of the Sagrada Familia in Barcelona).

https://abbey-roads.blogspot.com/2012/11/the-birth-of-christ-in-art.html