Yes they do shed. My cousins in montana have shot them right before they shed and you can barely pull on them and they come right off.
Something i found off another site.
Re: Why do some Antelope families shed their horns and others do not?
Date: Wed Nov 3 20:49:59 1999
Posted By: June Wingert, MadSci Admin
Area of science: Zoology
ID: 938155272.Zo
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Message:
Hi Megan,
That was a really great question. The following info will explain why the
Pronghorn sheds its horns.
http://www.themaestro.com/JH/Wildlife/Antelope.htmlEntirely unique on this planet, the Pronghorn's scientific name, Antilocap
americana, means "American antelope goat." But the deer-like Pronghorn neither
antelope nor goat -- it is the sole surviving member of an ancient family dating
back 20 million years.
The Pronghorn is the only animal in the world with branched horns (not antlers)
and the only animal in the world to shed its horns, as if they were antlers.
More information that should clear up why the Pronghorns shed their horns.
http://www.skullsunlimited.com/antilocapridae.htmA single living species, the pronghorn, sums up the family Antilocapridae. This
animal is sometimes considered a
living fossil. It shows many primitive traits. Perhaps the most obvious
primitive attribute is in that pronghorns shed
their horns yearly just like a deer. It is the only living horned animal that
does this.