Wolf Jockeys are very rare mobs only found in PE. They used to spawn due to a bug before intentionally being added to the game in 0.14.0 on PE.
Because of the Baby Zombie riding the Wolf, the Wolf will be hostile towards you immediately, and no actions can stop it from being hostile, besides being in creative mode.
Wolf Jockeys, unlike some other jockeys, have nothing that make it particularly hard to deal with besides making you deal with two mobs at a time, as the Wolf doesn't have any special abilities. Because of this, almost any method used to kill regular mobs is considerable, including swords, bows, harming potions (for the Wolf) and healing potions, (for the Baby Zombie) etc. Use a killing method that you can easily use, as that will quickly eliminate the Wolf Jockey with no problem.
- This jockey, along with the Ocelot Jockey, the Cow Jockey, the Zombie Jockey, the Mooshroom Jockey, the Pig Jockey and the Sheep Jockey are exclusive to PE.
There is a slight chance that a Baby Zombie will start riding a tamed Wolf, making the Dog Jockey possible. The Dog Jockey won't chase you, but the Baby Zombie will still harm you when you get too close.