The two sisters, ages 5 and 7, abducted 1-year-old Gabby the goat from a Minnesota farm.
The girls managed to free the goat and walked a mile down a busy street with the animal on a leash.
Police intercepted the girls after a 911 caller reported two girls in footie pajamas walking a goat.
"When questioned, they said the goat had been living in a closet and then they said their mom knew but dad probably didn't know. They thought it was better if we kept it kind of on the down low and didn't tell their dad," said Amy Vokal with the Mankato Police Department.
Authorities said the girls saw the goat at a birthday party earlier that day and began working on a plan to get it.
At the end of the day, the goat was returned to the zoo and the sisters went back home.