Five horses were found wandering loose on a road near the Hickstead international show-jumping ground early on Monday morning.
Police were alerted when the horses were spotted on the B2118 London Road at Sayers Common at around 7am.
The chestnut horses, all wearing coats, moved through the village before being eventually rounded up in the driveway of LVS Hassocks school for children with learning difficulties in London Road, Sayers Common at 8.25. They were returned to Hickstead.
Police say there was nothing to suggest they had been deliberately freed.