Several people were recording video when the longhorn ran into the lobby of Plaza of the Rockies, according to KKTV. The cow reportedly knocked over a stroller before entering the building.
Cowboys who were participating in the parade quickly roped the animal and wrangled it.
There were no immediate reports of injuries, and several spectators caught the drama on camera.
Amber Keller, who works on the ground floor of the building, was outside watching the tail end of the parade when she saw the longhorn break free from the herd.
"They just got a little ornery. ... She just kind of took off, and the cowboys were right on her," she said of the rogue longhorn.
Keller, who filmed the scene from behind a metal bench, told The Associated Press she wasn't scared, but "everybody was a little concerned and shook up."
"It was a little chaotic," said Keller, who also praised the cowboys' quick response.
"It looked like they had it all under control. I don't think he even flinched going into the building," she said of the cowboy who lassoed the longhorn.
The cattle drive was the kickoff for the annual Ride for the Brand Championship Ranch Rodeo, with proceeds going to families of area ranchers and local military charities.
The Associated Press contributed to this report.
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