The ex-baseball player, who enjoyed a fling with the Material Girl in the 1990s, had been on his way home in Nevada with model girlfriend Leila Knight when their vehicle was pulled over by traffic officers.
Unknown to the cops, Canseco had two strange passengers onboard - a pair of farmyard goats wearing diapers to stop them from soiling the back seat.
It turned out Canseco and Knight had collected the beasts from a sanctuary to re-home them at their property.
Uploading a snap of animals with a police cruiser visible through his back windscreen, Canseco wrote, "Just got pulled over with goats in the car. The cop laughed at our poor goats. Awesome. They will join our zoo of 4 dogs and tortoises."