There were a few notable, albeit desperate attempts. But the horses had trouble holding the cannon balls with their hooves.
From Wiki:
"In the early 18th century the Russian army began equipping cavalry formations with small units of light horse artillery equipped with 2-pound cannons, and portable 3-pound mortars which were transported on horseback (the weights refer to the size of the projectiles, not the artillery pieces.) Though not decisive by themselves, these units inflicted losses on Prussian troops and influenced Frederick the Great to form the first regular horse artillery unit in 1759."
Seems this began during the war in an experimental, and not widespread way.