The Set animal, also known as the sha (nicknamed Leroy by Carter), is symbolic of Set; it embodies Set's cunning, strength, and evil. It is an adept hunter, and once it catches a scent, it does not stop.
History
Mythology

The Set animal was always a mystical creature, and was always treated with fearful reverence. Was ("power") scepters represent the Set-animal. Was scepters were carried by gods, pharaohs, and priests, as a symbol of power, and in later use, control over the force of chaos. During the Third Intermediate Period, the Set animal faded from Egypt.
The Kane Chronicles
The Red Pyramid
The Set animal attacks the Kanes and Bast at the Washington Monument at Set's request. Bast holds it off while the siblings escape to the Reagan National Airport, where it catches up with them and begins to cause chaos. Mortals mistake it for a rabid moose and security is unable to subdue it. Carter battles it and names it Leroy before stuffing it into his locker in the Duat.
The Throne of Fire
The box containing the third piece of the Book of Ra has a handle shaped like the Set animal.
Appearance
The Set animal is as big as a horse and its legs are as long as its body; it resembles a greyhound. It is muscular and unnaturally lean; with its body is covered in shiny reddish gray fur. It has a reptilian tail that forks and has triangular points at the end, resembling a squid's tentacles; its tail moves as if it has a life of its own. Its ears are oversized and stick up like a rabbit's, but are cone-shaped and curl inward; they are wider at the top than they bottom and can rotate almost three-hundred sixty degrees. Its snout is like an anteater's, round and curved and it has razor sharp teeth. Its eyes glow red when it catches its prey's scent. In some depictions of Set, he appears as the Set animal. Mortals at the airport think of it as a rabid moose.
Abilities
The Set animal has no magical powers, but it's physical ones are so powerful that they scared Bast. Its speed is fast enough to catch up to Bast. The drool it produces is like acid and burns anything it touches. It was able to knock over and nearly subdue a combat avatar even though it had a khopesh.