The steed was seen by motorists on the A48, in the middle of busy traffic on Thursday evening.
South Wales Police said the animal “wanted to ‘stirrup’ a little trouble but in doing so it risked falling ‘foal’ of the law”.
Several motorists pulled over and were able to stop traffic and keep the animal calm until police arrived.
“The police arrived and we were all a bit flummoxed of what to do because we couldn’t get a horse box there in time.”
A bus had also stopped at the scene and the driver suggested letting the animal inside. After the disabled ramp was put down, witnesses said the horse “trotted” into the bus “quite happily”.
The horse was then chauffeured to Heath Hospital, accompanied by Ms Stephens and one other passenger.
Police contacted the local horse warden, who was able to reach the horse’s owners and it was collected from the hospital’s Park and Ride stop around 8pm.
Ms Stephen said: “He had a nice little five minute drive on the bus, it was crazy, even the police officer said ‘I need to take photos as I don’t think anyone will believe me’.”
After the incident, the Cardiff Bus company tweeted: “Thankfully the bus is back in its stable, but awaiting a clean.”
The A48 is one of the busiest roads in Cardiff. In 2015, it was shut to stop three horses on a nearby carriageway from reaching the motorway and reopened it shortly after.