The force were called to the A158 in the town centre, near the Second Chance charity shop, to reports of a sheep on the loose in the road yesterday (Thursday).
Luckily, after some wrangling by the officers, the sheep was caught and returned to its field.
The force has said “Thank ewe to the public that helped us”.
On Wednesday, Horncastle Police also stopped a car in the Horncastle area due to its manner of driving.
The driver was not insured and his car was seized, and he will be prosecuted for driving with no insurance.