Police initially thought it was a mistake when first told that a kangaroo had been spotted on the streets of Sintra, 30 kilometres north-west of Lisbon.
"The agent who took the call thought it was strange, he asked the caller to verify that it was actually a kangaroo," police officer Pedro Nogueira told state television RTP.
The runaway kangaroo, as well as three others found on the farm from which it had escaped, are now being held at a nature reserve near the Portuguese capital while the authorities determine if they are an endangered species.
The farm held various other animals, including deer, ostriches, sheep, rabbits and the four kangaroos.
Its owner, the head of a small construction company, faces a possible fine for keeping exotic animals without a proper licence.