The trio had escaped from a ranch in nearby Vilvoorde before making their way to the city at some speed.
Student Ludovic Bytebier was in a building when he filmed two running in the road while a third chose the pavement.
They were on the loose for around an hour before being cornered and then captured.
Two police crews and one traffic team from Vilvoorde as well as reinforcements from Brussels were needed to seize them.
Local media reported four zebras initially escaped, with one immediately captured, but police were unable to confirm this.