Having searched for this by both title, and distinctive line "O saddle to me" It appears not to be in the DT
This version is from:
"English Folk-Songs for Schools" (Curwen Edition 6051)
collected and arranged by S Baring Gould, M.A. and Cecil J. Sharp, B.A.

Three gipsies stood at the Castle gate,
They sang so high, they sang so low.
The lady sat in her chamber late,
Her heart it melted away as snow.

They sang so sweet, they sang so shrill,
That fast her tears began to flow.
And she laid down her silken gown,
Her golden rings and all her show.

She pluck-ed off her high-heeled shoes,
A-made of Spanish leather, O.
She would in the street, with her bare, bare feet;
All out in the wind and weather, O.

O saddle to me my milk-white steed,
And go and fetch my pony, O!
That I may ride and seek my bride,
Who is gone with the wraggle taggle gipsies, O!

O he rode high, and he rode low,
He rode through wood and copses too,
Until he came to an open field,
And there he espied his a-lady, O!

What makes you leave your house and land?
Your golden treasures for to go?
What makes you leave your new-wedded lord,
To follow the wraggle taggle gipsies, O?

What care I for my house and land?
What care I for my treasure, O?
What care I for my new-wedded lord,
I'm off with the wraggle taggle gipsies, O!

Last night you slept on a goose-feather bed,
With the sheet turned down so bravely, O!
And to-night you'll sleep in a cold open field,
Along with the wraggle taggle gipsies, O!

What care I for a goose-feather bed,
With the sheet turned down so bravely, O!
For to-night I shall sleep in a cold open field,
Along with the wraggle taggle gipsies, O!

NP