The animal was first spotted around 4:30 p.m. in downtown Atlanta, said Georgia Department of Transportation spokeswoman Monica Luck.
The animal made its way through downtown to the interstate highway that cuts through the center of the city. Police cruisers blocked off all southbound lanes and were able to herd the zebra over to the right shoulder and off an entrance ramp, Luck said.
"It wasn't on the highway very long," she said. "But it was an inconvenient time for this to happen because the downtown connector southbound usually gets backed up on its own, that time of day."
Ringling Brothers and Barnum & Bailey Circus is in town this week. The circus also had a group of elephants corralled Thursday in a downtown Atlanta parking lot.
It's not the first time a zebra has been spotted along a metro Atlanta highway. In April 2008, a 2- to 3-month old zebra was found injured along Interstate 75. Authorities said at the time they thought the young zebra had likely fallen from a truck passing through Georgia and was then hit by a car.
The zebra in the 2008 incident was rushed to the veterinary school at Auburn University in Alabama, where he received several operations. He was then taken to the Noah's Ark animal rescue center in Locust Grove, Ga., where he was named Evidence and still lives today.