If you've wandered through Val'sharah looking for battle pets, you've probably come upon a Gleamhoof Fawn. However, hovering over the pet with your mouse might not have shown a little paw indicating that you could begin a pet battle with the creature to capture it.
Tip: Simply left-click on the fawn, and the pet battle should begin.
The fawn has a healing ability, so make sure you choose a pet that can hit the fawn but not obliterate it in a few hits. If your first trap fails and you have to damage it again to get it back below the capture threshold, a pet with a big attack can accidentally kill the fawn while it's still at low health.
Not sure whether the lack of a pet battle indicator is a bug with this pet or whether it's meant to be like that, so players end up having to employ a little ingenuity to capture the pet.