The Dreadhead Cowboy, a local celebrity whose real name is Adam Hollingsworth, said he drove down the Dan Ryan Expressway in support of the #KidsLivesMatter movement.
The initiative aims to raise awareness and motivate residents to complete the US census to help communities get better funding.
Hollingsworth was taken into custody by the Illinois State Police. CNN has asked state police for comment.
In the video posted on Facebook, Hollingsworth can be seen driving along the expressway with a motorcycle escort, shouting “Kids Lives Matter”
The horse was taken into police custody by the Chicago Police Department and videos posted on social media showed the horse being loaded into a Chicago Police Mounted Patrol trailer.
Officers will transport the horse to Animal Care and Control, CPD told CNN.