They usually spawn in very dangerous areas such as the swamp or survival island(carnivore island). Best thing to do is to build a pen around them, but don't take them too far from where they spawned. They will despawn shortly after. I should know. I've accidentally killed one, then found another, brought it to my base, then a while later it despawned. Hope this helps and happy hunting!

One day I Frye’s to play on a pve server, it was my first time ever a small tribe let me join and helped me get a argy I then left for the redwoods built a tree base and made a friend. Wile our gathering resources I found a unicorn picked it up with my argy and asked if anyone wanted to buy it my friend wanted it so I flew to the redwood I was almost there and I flew over someone’s base they had so many turrets and the uni died I have never gone on any ark server since also wtf why do you need so many turrets on pve in a tree base. I switched to ps4 ark I love ragnarok found a new uni in the highlands

They say a unicorn only spawns once every server and my friends had been searching on every server they went on, until finally one of them found one, the next few days on that server were spent doing our usual: making enemies. I mean you gotta get some action somehow right? The next day we got on to find all our creatures recently killed, we found all the bodies but one, the unicorn. Then we asked where the unicorn body was and they gave us some coordinates. We when to where they said and we found our unicorn inside a metal box alive and a sign that said on it “ look up.” We looked up only to see a lightning wyvern and then it killed us and the unicorn.

An army of dilos and unicorns. They all charged into the battle field. Our main character the dilo named lava was leading the dilos. They fought unicorns with dilos protruding through their horns and bloody dead unicorns getting mauled by dilos. They fought when the captain of the unicorns charged at lava. It knocked him down but he bit his legs. Lava got back up to get sent flying. The unicorn charged at him. Then a dilo from the heavens came down. Hi mg name is Dennis. He grabbed the unicorns head and stuck its horn into the ground. He bit at the unicorn once and killed him. Then Dennis finished the rest of the unicorns. The unicorns had their own champion but it came from the underworld. They fought but Dennis had the advantage. He was smarter stronger and more agile. He bit the unicorns head and killed it. Dennis roared as a champion. Then a giga ran up and ate Dennis. Dennis was suprised so he couldn’t fight back.lava climbed the giga to its head. He digged at the gigas head. Eventually he got to the brain. Because he got the giga to stop moving it gave Dennis enough time to break a hole in the giga and escape. The end.