Strange apparition

Found this in the garden when I went out this morning. It appeared overnight and is made from hair from my horse's mane and mud. I left it alone even though it's in a very exposed position by the front gate. 

Has anyone got any ideas who made it? So far it has been suggested that it could be a wren or a harvest mouse or a dormouse but as you can see from the picture above it is really small and I will be really surprised if I have a dormouse in my garden.