Disappearing Horse

I was riding my horse whilst exploring my world, and whilst i was running with said horse i came across a river. I jumped in said river by mistake trying to cross it and my horse ended up disappearing into thin air, and i dug in the ground and searched the area but no horse anywhere, as well as no message telling me my horse had died. I have no idea how to get my horse back?? Nor what even happened in the first place to lose him