The video was posted by Argonics Inc on Monday, after employees of the polyurethane manufacturing business arrived at work and were shocked to see what looked like a break-in.
Greg Cappaert, an employee with Argonics, told the local Louisville publication Daily Camera, that his manager had assumed the business had been robbed.
He said: "So he called police right away, and they are taking pictures and everything, and then he goes and checks the video."
The video shows the goat appear with other goats, although they presumably did not cause any damage to the building.
Mr Cappaert also said: "Everybody had a good chuckle over it."
The incident with the goat occurred on Sunday, July 16th. It is assumed to be still on the loose.