Police were called to a report of four horses running in the road in Roborough, Plymouth this morning.
Officers were sent to the scene where horses were spotted running in the road - toward the Tesco supermarket.
Reports came in from the public just before 9am.
Acting Sergeant Ryan Canning said: "In the Roborough area of Plymouth, we have a report of 4 horses running in the road, in the general direction of a well known supermarket."
"This is the third sighting of horses which have escaped in Plymouth recent days," he added.
There were two separate sightings in Hay Road, Plymstock yesterday.
Police say they found four horses running through Roborough village.
They were gently guided into a nearby field and police will attempt to trace the owners.