The answer to your question comes  near the beginning of the story, when Miss Helen Stoner comes to visit Sherlock Holmes to present her mystery.  She is the stepdaughter of Dr. Roylott, and speaks to Mr. Holmes and Dr. Watson at length about the man – he has a dangerous temper, and “has a passion also for Indian animals, which are sent over to him by a correspondent, and he has at this moment a cheetah and a baboon….”

Later on in the story, when Dr. Watson and Mr. Holmes have gone to visit Helen Stoner on Dr. Roylott’s estate, Helen stresses, upon Holmes’s discovery of a saucer of milk near Roylott’s safe, “’No; we don’t keep a cat.  But there is a cheetah and a baboon.”

Throughout their stay Holmes and Watson encounter both the baboon and the cheetah, and it seems that the author is stressing the fact that these are the only two exotic animals owned by Roylott.  Which ensures that it comes as a total surprise to the reader that the man keeps more creatures than his stepdaughter knows.