As others have stated, pronghorn do occasionally jump fences, but that is the exception rather than the rule. Fences have been a major contributor to pronghorn migration and movement problems. Significant pronghorn losses, population declines, and loss of ability to use some areas have been attributed to fences that do not allow adequate pronghorn passage.
Management guidelines for fences use a bottom smooth wire height of at least 16" above ground to allow passage, higher is better. Some of the largest pronghorn "kills" have occurred in winter when snow builds up so that pronghorn cannot crawl under fences - in many cases large groups of pronghorn have frozen/starved to death because they could not negotitate a fence when moving ahead of a winter storm. Even under normal conditions, fences can reduce population performance by reducing pronghorns' ability to move freely about the landscape because of decreased ability to reach quality forage or water, increased energy costs from trying to find ways through or around fences, decreased ability to avoid predators, direct mortality from fence entanglement, becoming "trapped" between fences along a highway/railroad, and more.
Although their reluctance to jump fences may be construed as not being too smart, it may help to consider that the species evolved over thousands of years in habitats without vertical barriers. Before European man entered the scene, they never had a reason to jump over anything - they are built for seeing over long distances and running full tilt over essentially flat ground without obstacles.
Tom Keegan
Salmon Region Wildlife Manager