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If they're on foot it's infantry; on horses, cavalry; on chariots, chariotry; on camels, camelry; etc. The pattern is easily extended to fictional creatures (e.g. wargry in B. Devereaux, A Collection of Unmitigated Pedantry, "Collections: The Battle of Helm's Deep, Part II: Total Warg", 8 May 2020).

I would hazard a guess that a formation of centaurs would be centaur infantry, following the same logic that leads to tanks being called "mechanised infantry". But what do you call a formation of Shining Force pegasus knights? They're basically the same as centaurs, but they can fly.