The adventurous steeds had been part of a group being ridden along the beach in Lancing when, for reasons currently unknown, they decided to throw their riders and head west to pastures new.
Sussex Police said officers were called shortly before 6pm to reports of the the horses running along Worthing seafront, past Splashpoint leisure centre towards the town centre.
Footage then shows the pair galloping along a deserted Warwick Street towards the Montague Quarter.
Pursued by a convoy of trackers, the horses were finally contained by members of the public in the car park of West Worthing Social Club in Elm Grove, before police officers arrived.
Contact was then made with the horses' owners, who arranged for them to be safely collected.