The Dreadhead Cowboy, a local celebrity whose real name is Adam Hollingsworth, said he drove on the Ryan Highway in support of the #KidsLivesMatter movement.
The initiative aims to raise awareness and motivate residents to fill out the U.S. Census to help communities get better funding.
Hollingsworth was detained by Illinois State Police. CNN contacted state police for comment.
In the video, posted on Facebook, Hollingsworth was seen driving on the highway, apparently accompanied by a motorcycle, and shouting “Kids Lives Matter”
The horse was taken into police custody by the Chicago Police Department, and videos posted on social media show the horse being loaded into a trailer for a mounted patrol in Chicago.
Officers will transport the horse to Animal Care and Control, CPD told CNN.