A man was arrested following the discovery late yesterday morning, near the Forest Pines roundabout on the A18.
Humberside’s Road Policing Team spotted the vehicle on the road, close to Broughton.
The horses are now being cared for at an undisclosed location as police continue to investigate.
A man in his thirties was arrested and was helping police with their enquiries.
Horse owners across Humberside are asked to call police on 101 quoting log 184 of 15/05/14 if their horse has gone missing or if they have any other information.