What animal gave Zaroff a difficult time and actually injured him?

The animal that gave General Zaroff a difficult time and actually injured him was a Cape buffalo.  
Readers learn this detail as General Zaroff and Rainsford are getting to know each other over dinner and some drinks. Rainsford compliments General Zaroff on his collection of trophy heads from his hunts. Rainsford then comments that the head of the Cape buffalo is the largest that he has ever seen.

"You have some wonderful heads here," said Rainsford as he ate a particularly well-cooked filet mignon. "That Cape buffalo is the largest I ever saw."

Zaroff admits that the buffalo was indeed a "monster" of a kill. Rainsford is a bit curious about the encounter, so he asks Zaroff if the buffalo charged. Zaroff confirms that it did charge and threw him against a tree. The impact fractured Zaroff's skull, but he was still able to kill the creature.

"Oh, that fellow. Yes, he was a monster."
"Did he charge you?"
"Hurled me against a tree," said the general. "Fractured my skull. But I got the brute."

In my opinion, the buffalo isn't the only animal that gave Zaroff a difficult time. Rainsford successfully evades Zaroff for days, which is not something that Zaroff was used to. Rainsford gives Zaroff such a difficult time that Zaroff never successfully kills his prey. Instead, Rainsford kills Zaroff.