The animals, in saddles and bridles, were seen running down the road near Aldwych on Wednesday morning.
Images and videos of the horses were shared on social media, one of which showed a black 4×4 with blue lights following the animals.
The Sky News he understands that they are cavalry horses.
An army spokesman said: “Some military work horses were lost during a routine exercise this morning.
“All the horses have now been recovered and returned to camp. A number of staff and horses have been injured and are receiving appropriate medical attention.”
In the end, five people were injured in the incident.
London police said two stray horses were caught on the motorway near Limehouse.
“At around 8.40am, we were called about horses that had gone missing and were traveling through the town,” the force said in a statement.
“Our officers spotted two horses on the motorway near Limehouse. We are waiting for a military horse box to collect the horses and transport them to veterinary care.”
Pictured: Blood-covered Household Cavalry horses run loose through central London.
A serviceman was also injured near Buckingham Palace as police and medics cordon off the area.
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