The zebra broke away from his trainers and bumped up against a fence, then wriggled through an opening.
"We're not sure what it was that startled him, but we're looking into that," she said.
He was spotted by people in downtown Atlanta around 4:30 p.m., said Georgia Department of Transportation spokeswoman Monica Luck.
Daniel Nance said he saw the zebra near the downtown MARTA transit station.
"All of a sudden a freaking zebra comes running down the street like a car," Nance told The Atlanta Journal-Constitution. "Five or six police cars were in hot pursuit. And a bunch of officers on foot. But then I got scared, thinking ... what else is loose?"
Lima led his trainers and police on a 40-minute chase through downtown to the interstate highway that cuts through the center of the city, covering well over a mile along the way. Police cruisers blocked off all southbound lanes of Interstate 75 and were able to herd the zebra over to the right shoulder and off an entrance ramp, where his trainer was on hand to capture and soothe him, Drake said.
"He obviously was excited, but he was in good shape," Drake said. "His handler calmed him down."
The animal suffered cuts on his hooves from his long run, Drake said. The show's vet was examining him, but Drake said he would likely perform as scheduled.
"It was just an unavoidable accident today and we're just glad to have him home," she said, adding that animal escapes are extremely rare.
Lima's flight snarled Atlanta's already notorious rush hour traffic.
"It wasn't on the highway very long," she said. "But it was an inconvenient time for this to happen because the downtown connector southbound usually gets backed up on its own, that time of day."
The circus is in town this week and also had a group of elephants corralled Thursday in a downtown Atlanta parking lot.
It's not the first time a zebra has been spotted along a metro Atlanta highway. In April 2008, a 2- to 3-month old zebra was found injured along Interstate 75. Authorities said at the time they thought the young zebra had likely fallen from a truck passing through Georgia and was then hit by a car.
Police who worked that incident kept referring to the animal as "Evidence," and that became his name.
Evidence was rushed to the veterinary school at Auburn University in Alabama, where he underwent several operations. He was then taken to the Noah's Ark animal rescue center in Locust Grove, Ga., where he still lives.