The scene was reminiscent of — but less chaotic — than an incident when five horses bolted in April and two were seriously injured.
The incident Monday occurred as five soldiers from the Household Cavalry Mounted Regiment conducted a routine exercise with six horses.
A riderless horse that was being led got spooked while two other horses threw off their riders and bolted.
One was caught a short distance away but two others made it to Vauxhall Bridge, about 1.5 miles (2.5 kilometers) away.
None of the horses Monday was involved in the April escape.