About 5am on Tuesday, a wallaby decided to hop over the Sydney Harbour Bridge, travelling south before taking the Cahill Expressway towards the Conservatorium.

Also on the Harbour Bridge on Tuesday morning was former Wallabies captain Nick Farr-Jones, who decided to help out.

"The police were trying to capture it as you would on the bridge, and they were having trouble so I just did my best to help them," he told 2GB.

Farr-Jones, who made 63 appearances for the Australian rugby union team, including 36 as captain, said he was heading to work at Circular Quay when he noticed police on the bridge.

"It's unprecedented trying to grab a hold of a kangaroo on the Harbour Bridge," he said.

"[There was] a bit of chaos, but when you realised it was a wallaby it was really unusual."

The animal, an adult male swamp wallaby, was eventually rounded up and taken by mounted police to Taronga Zoo in a horse float.

"It was quite distressed, being held by two of the mounted police," said senior vet Larry Vogelnest???, who anaesthetised the wallaby before examining it thoroughly.

"Fortunately there didn't seem to be any significant injuries; it had some minor grazes on its face and its hind legs."

The animal was given some medication and put on a drip, and staff at the Taronga Wildlife Hospital monitored it for signs of undiscovered injuries.

"These animals are quite susceptible to stress, and it causes muscle damage so I don't know whether that's happening," Dr Vogelnest said.

However, in a statement on Wednesday morning, the zoo said the wallaby had "done well overnight".

"We would like to release him as soon as possible, when he is well enough," Dr Vogelnest said.

"We have not yet confirmed where; we will find a suitable environment around Sydney but not too close to the city."

It was initially believed the wallaby might have come from the nearby Cammeray Golf Course, but greenkeepers said they had never seen wallabies on the course.

Kristy Harris, an office manager for wildlife rescue organisation WIRES said that, while swamp wallabies were common on the northern beaches, they were rarer on the north shore.

"We had one that showed up in the middle of Chatswood, in the mall in 2016, but generally we don't really see them," Ms Harris said.

However,wallabies are becoming more common around Sydney, Ms Harris and Dr Vogelnest both said, due to rapid development of Sydney's suburbs.

"There are more and more of these wallabies turning up in bushland close to the city," Dr Vogelnest said.