Simsbury High School officials said the goats were found on the overhang of the facility by a custodian who arrived at 5:15 a.m. to begin the day.
The goats were all safely removed from the top of the 10-foot overhang and classes were held at the school as normal.
It's unknown how the pygmy goats got onto the overhang in the first place, but Simsbury police said they believed the incident could have been the result of a senior prank.
Nevin Christensen from nearby Flamig Farm was alerted of the situation early Wednesday morning.
"I came up, hooked up the trailer and drove to the high school," he said. "Four goats were perched on the roof. I figured they looked like my goats."
So, one by one, Christensen, with the help of firefighters, got the goats down.
It turns out the goats don't belong to Christensen, but he said he would keep them at his farm until the owners come forward. The goats were still at the farm Thursday morning. There was still no sign of the owners.
As for the rumor that it was all part of a senior prank?
"Kids will be kids," he said.
Simsbury police said they were handling the investigation