Have you changed saddles recently, or has his build and/or weight changed or has there been a change in the type or amount of work he's been getting? Often, if a horse/pony doesn't want to pick up a certain lead it's because something is bothering him/her which is causing him/her to prefer not to go into that lead. I'd check the pony on the lunge without a saddle and see if he/she picks up the proper lead and maintains it with no problems on both sides. If that's the case, and the problem only appears when he/she is under saddle, than it most likely is a tack fit problem or something the rider is doing. If you suspect it's a rider problem, you can always have someone else ride the pony a few times and see if they have the same problem. Most likely, though, if the problem only shows up under saddle, the saddle is probably impinging on the side of the shoulder on the problem side. If he/she throws up her head when he/she does go into the canter on that lead, than I'd definitely think it was a saddle problem. All this, of course, is precluding any sort of lameness problem, back injury, etc., which could be causing the difficulty, but, again, this should show up on the lunge, and not just under saddle.
Hope this helps.