As the horses passed through in Belgravia at 8.40am, it is believed builders were using a travelator with concrete when some of the concrete came off and hit the floor, causing a noise.
Horses on the loose in central London: 5 military horses run amok after getting spooked during exercise abc7chicago.com - get the latest breaking news, showbiz & celebrity photos, sport news & rumours, viral videos and top stories from abc7chicago.com Daily Mail and Mail on Sunday newspapers.
The white horse which was seen badly injured among the Household Cavalry animals who bolted through London this morning is now back at its barracks being looked after by vets.
Five military horses, including one soaked in blood, ran through the streets of London on near Buckingham Palace on Wednesday morning, injuring four people.
Five military horses spooked by noise from a building site bolted during routine exercises near Buckingham Palace and ran loose through the heart of central London .