In A Nutshell
Little men with the legs and feet of a goat that cause trouble in the forests . . . not so different, right? The original depictions of fauns and satyrs in their respective mythologies (satyrs were followers of Dionysus, fauns were followers of Pan) were very clearly defined—until they got blended into one in late Roman mythology. The first satyrs had heavy, bristly human features with the tails of horses (and no goat legs), while the fauns were distinctly goat-like.
The Whole Bushel

In the earliest mentions of satyrs, they are described as being very similar to what we now think of as the fantasy race of dwarves. The first mention of them comes in Hesiod’s works, where he simply describes them as a race that’s good for nothing practical; this sets the tone for them always being associated with Dionysus, the god of wine, fertility, and primal aspects of nature. When they are first described in detail, they have bristly hair, a stout build, pointed ears, and little horns. They are also said to have tails, specifically the tail of a horse. In fact, it’s very common for early satyrs to be depicted with horse-like or ass-like features as opposed to the goat-like appearance typical of a faun.
Because of their association with Dionysus, satyrs are almost always depicted in some sort of tribute to him. Most often seen drinking and dancing, satyrs commonly have some sort of musical instrument with them, whether it be the pipes, flutes, cymbals, or even bagpipes. (Those that play the flute are specifically called the “Tityroi”). Satyrs are always depicted in literature as having a fondness for wine and drink, and in art they often have a cup or thyrsus (a fennel staff topped with a pine cone and one of the symbols of Dionysus) in their hands. Fauns were also depicted with musical instruments, although their instrument of choice was the pan pipes, named for their deity.
The descriptions of the faun give them the feet, tails, beards, and ears of goats, with bigger horns than satyrs traditionally have. Sometimes fauns have the whole head of a goat, (occasionally they also have a completely human head, with the addition of horns) and they are more closely associated with the god Pan. Pan was the god of the rural wilderness and mountains, and was the patron god of shepherds and their flocks.
Fauns were often called Panes, as the original fauns weren’t just followers of Pan, but they were also his sons. Sometimes they’re given individual names, in much the same style as we might name goats today. Fauns of mythology include Eugeneios (Longbeard) and Philamnos (the Lamb’s Friend) and even Kelaineus (Blackie). In some instances, the Panes were considered a specific sub-set of the satyr that was defined by their goat-like attributes.
Both fauns and satyrs were soldiers for their respective gods and could be vicious in battle. Both races were also notorious for their amorous advances toward women, and many stories are told about various heroes or gods defending the honor of a maiden against the advances of these half-human, half-animal creatures. Even so, the two never quite earned the same reputation. The satyr was the wilder of the pair—sly, fond of drink, and the more shameless about chasing women—while the faun came across as gentler and a fair bit more foolish.
Fauns were also closely associated with the Roman god Faunus, the equivalent of Pan. Faunus had a companion goddess, Fauna, who was alternately his sister or his wife, and always traveled with a retinue of fauns called the “fauni”. In this Roman mythology, the clear association with the goat blurred the distinct difference between the satyr and the faun, and a goat-like appearance became more closely associated with the satyr as well. The blurring didn’t stop with Rome. By the time Renaissance painters got hold of them, the faun had settled into the shape we still picture today—a man from the waist up with the horns, legs, and tail of a goat. Those fauns were basically redrawn satyrs, which is the funny part, because the satyrs themselves had started out with the ears and tail of a horse.
Show Me The Proof
Wikipedia: Faun
Satyroi, Nature Spirits, Rustic Daemones
Princeton University: Satyr
