Are there any species that are not sentient?

Question

The Redwall series is full of talking animals. The main characters are usually mice or badgers. We see many examples of animals that are sentient; there are mice, shrews, sparrows, crows, cats, owls, hawks, ferrets, stoats, weasels, rats, rabbits, snakes, squirrels, hedgehogs, moles, otters... We see that even the bees are sentient, as the shrews learn their language to argue with them.

The Geurrilla Shrews are out collecting honey from the bee folk; they have struck up a great friendship with the bees, even learning their language so that they can argue with them.
_{-Redwall, the epilogue}

Are there any animals that are not sentient?

Answer 1

Horses

There was a horse in the first book, Redwall. It seemed to be just a brute animal, used to pull the cart carrying Cluny the Scourge and his horde, without any intelligence. It certainly never spoke.

Fish

Many of the characters eat fish throughout the books, so we can safely assume that (with a few notable exceptions) fish are not sentient or considered as 'people' in the world of Redwall. From the FAQ on Brian Jacques's website:

Why do the Redwall creatures eat fish, but do not eat any other animals?

I decided to have a fish as Matthias' first triumph in Redwall and then I just continued the tradition. No deep meaning I just did!

Assorted monsters

There are 'monsters' appearing in various Redwall books whose main purpose in the story is to be extremely fearsome and eat smaller (sentient) animals. Very few of these displays any sort of sentience, or the power of speech. So perhaps creatures such as the Deepcoiler and Siothunog (as mentioned by @HDE226868) should also qualify.

Answer 2

The horse Cluny drove to Redwall Abbey comes to mind. In Chapter 2 of Redwall, he makes his way to the abbey with 500 soldiers, on a (stolen) hay cart pulled by a horse driven to panic by a whip. It eventually stops moving out of sheer exhaustion, and so Cluny orders Skullface, a henchman to get it moving again.

Skullface performed a frantic leap. He landed on the horse’s back. The terrified animal did not wait for the rat to bite. As soon as it felt the loathsome scratching weight descend on its exposed haunches, it gave a loud panicked whinny and bucked. Spurred on by the energy of fright it careered off like a runaway juggernaut.

There is no indication that the horse has any sentience; while it's not out of the question, there is nothing to suggest that it does.

Methuselah, in his recollections of sightings of rat-induced mayhem in the period leading up Cluny's assault on the abbey, noted that several other farm animals had been attacked by the band (emphasis mine):

"I have gathered intelligence of other incidents: a farmhouse set alight, later that same year . . . piglets, an entire litter of them eaten alive by rats . . . sickness and disease spread through livestock herds by Cluny’s army. There was even a report brought to me two years ago by a town dog: an army of rats stampeded a herd of cows through a village, causing chaos and much destruction.” [said Methuselah]

As with the horse, there is no evidence to suggest that these farmyard creatures have sentience. This might be indicative of a pattern.

There were also various monsters in certain books:

• In High Rhulain, the monster Slothunog, later killed by Cuthbert Blanedale, also appears to lack sentience. If I remember correctly, it was used by the feline warloard Riggu Felis to intimidate the slaves on Green Isle.
• In Mariel of Redwall,Skrabblag, a murderous scorpion enslaved by Gabool, is another candidate, plays an important role at the end.
• In Mossflower, Martin, Dinny and Log-a-log meet a large crab in Mossflower that proved dangerous, but I don't remember for sure if it was sentient or not.
• In Salamandastron, the Deepcoiler makes an appearance (it is also mentioned in Marlfox).