Surely past scientists must have thought it was possible at one point? E.g. Zorses / Ape-Humans?
Regardless of if it may have been thought about or attempted, it is essentially impossible. Genetic modification is most easily done on the scale of single strands of DNA or small slices of genes. Large scale, Human and non-human DNA would just outright be incompatible so can not be "bred" together and so you wouldn't even get an embryo.