Koi could eat small goldfish but it's not all bad news as they most likely won't, also there's plenty of other species that will also happily share a pond.
Which Species Can Share a Pond with Koi?
Koi carp thrive in ponds that have a large capacity, a generous amount of cover and efficient filtration. They need excellent water quality and a deep pond. But they are resilient to cold temperatures and can withstand harsh winters providing you feature an airstone or floating heater to ensure that there is an exchange of gasses. Given the size of koi and the nature of the habitat that they require, there are several fish with which they can live quite happily.
Golden Orfe (Leuciscus idus) do well in ponds with good filtration and are bottom feeders. They are sociable fish and so you should include at least three specimens in your pond.
Goldfish are also worth considering and can live in the same pond as koi but they may interbreed and this can result in rather ugly hybrids! Koi could eat small goldfish so be wary of featuring small specimens in your pond as they may start disappearing! The best species of goldfish to share your pond with your koi are comet goldfish. Goldfish breed well and so you should ensure that you don't end up with an overstocked pond.
Tench are peaceful bottom feeding fish which are also compatible with your koi pond. As they tend to dig a little when feeding, they disturb any silt or debris at the bottom of the pond enabling the filter to remove it more efficiently.
You could also consider including barbel. These fish keep close to the bottom of the pond and keep it clean of food which has been missed by the koi. They need good water flow otherwise barbel have a tendency to develop deformed spines.
Sturgeon could be a good choice. These fish disturb debris at the bottom of the pond and so give the pump a better chance of driving it to the filter. Surgeon enjoy the depth and lack of vegetation. But some species can grow very large so it is vital that you have a pond of an appropriate size. Your pond will need to have a volume of at least 1000 litres but should preferably be three times this size to host sturgeon.
Potentially Problematic Species
Plecos can coexist with koi and are effective at removing algae but do not tolerate water temperatures below 55° F and so would have to be removed from the pond for the winter. Catfish can live with koi for a while but larger specimens could attack and kill the koi. These fish may also promote disease.