A number of people across the town and beyond reported seeing it at around 7.30 on Friday morning.
There has been much speculation about what the strange sight was but most agree it was a meteorite.
Sightings were reported in Itchingfield, Southwater, Faygate and Storrington, as well as Horsham.
Dad of three Neil Press said his children Abigail, Harrison and Mitchell “shouted around the house: ‘Mum there’s a meteor’ and proudly texted me their photos after it had disappeared.”
He said the fireball was visible for only around 30 seconds.