Ask a Traditional Catholic

[Jenny A]

To be honest I didn't realize unicorns were depicted in christian art. I would venture to guess that a medieval artist had no idea what a rhinoceros looked like.

It is always better to be honest. . .

But the Bestiaries were Christian works.  

A bestiary, or Bestiarum vocabulum is a compendium of beasts. Originating in the Ancient world, bestiaries were made popular in the Middle Ages in illustrated volumes that described various animals, birds and even rocks. The natural history and illustration of each beast was usually accompanied by a moral lesson. This reflected the belief that the world itself was the Word of God, and that every living thing had its own special meaning. For example, the pelican, which was believed to tear open its breast to bring its young to life with its own blood, was a living representation of Jesus.

https://en.wikipedia.org/wiki/Bestiary

And they almost invariably included unicorns. 

The unicorn is described variously as resembling a small goat, an ass, or a horse. It has a single horn in the middle of its head; the horn is usually depicted as straight and long, and often with a spiral groove running up it. The unicorn is fierce, strong and swift, and no hunter can catch it. To tame the beast so it can be captured, a virgin girl is placed in its path. The unicorn, seeing the maiden, comes to her and puts its head in her lap and falls asleep. The hunters can then easily capture or kill it. Some accounts say the girl must bare her breast and allow the unicorn to suckle. If the unicorn is captured, it is taken to the king's palace.

http://bestiary.ca/beasts/beast140.htm

The moral or allegory was:

The unicorn signifies Christ, who was made incarnate in Mary's womb, was captured by the Jews, and was put to death. The unicorn's fierce wildness shows the inability of hell to hold Christ. The single horn represents the unity of God and Christ. The small size of the unicorn is a symbol of Christ's humility in becoming human.

It is nothing like the wild beast discribed in the OT.  The Hebrew does not really refer to unicorns.  Many Jewish Bible translations simply leave the Hebrew word untranslated because we don't actually know what animal, real or mythical it referred to. http://www.jewishencyclopedia.com/articl...84-unicorn