Zephyr was Cecilia's horse. Nathaniel got Zephyr for Cecilia's fifteenth birthday. When Nathaniel took her to the stable, Zephyr was waiting for her with an enormous blue bow. Cecilia adored Zephyr and declared him the perfect horse for her.

After Nathaniel's death, Anne brought Zephyr and Spitfire over to the neighboring Sykes farm. The Sykeses took care of Spitfire and Zephyr for the rest of the horses' lives.