The wallaby, which resembles a small kangaroo, was found in Crawford County Wednesday afternoon, the Philadelphia Inquirer reported.
Officials tranquilized the animal, then brought it to a licensed facility until its owner is found.
In Pennsylvania, anyone who owns a wallaby must have a license to keep exotic animals, but game officials said so far, no one with that license has reported the animal missing.
But, that does not necessarily mean the animal is illegal, officials said. The wallaby could have come from Ohio, which is just 30 miles west and a permit to own a wallaby is not required.
Game officials have asked that anyone with information on the wallaby to come forward.