But they were initially frustrated when officers at the royal residence refused to arrest them, saying they would need to speak to their colleagues at Norfolk Constabulary as it was not a Thames Valley Police matter.
Eventually though, they got their wish and were admitted to a police station in Slough, where they were arrested on suspicion of theft.
A spokesman for Thames Valley Police said: “Norfolk police are investigating reports three lambs were stolen from a farm in West Newton, Norfolk.
“Three women aged in their 20s and 30s voluntarily attended a police station in Slough and were arrested on suspicion of theft. They remain in custody.”
Ms Patterson, who is listed as a director of the campaign group, was previously arrested on suspicion of conspiracy to cause public nuisance following protests at the Grand National.
In an attempt to explain her actions ahead of her arrest, Ms Foy said: “Like anyone, animals want to live out their lives safely and without being used or exploited.
“Sadly that is not the case here at Sandringham, or anywhere they are used in our food system.
“That is exactly why we rescued three sheep today – three beautiful lambs who’ll now live their lives to the fullest. We urgently need a national conversation about our relationship with other animals and nature.
“The Royal family could be leading the way in this – they own land around twice the size of Greater London.
“It would be an incredible statement for them to fully commit to the transition to a safe, secure, plant-based food system and a rewilding programme. Mending our connection to animals is vital in tackling the climate and nature crises.”
A statement posted on the group’s social media account read: “Because of the bravery and compassion of these women, three babies Sammy, Sunny and Sooty will now be allowed to live their lives freely, in a safe space where they are not seen as objects or products, but as the sentient, emotional, lovely little individuals they are.
“By rescuing these lambs, Rose, Sarah and Rosa are hoping to not only give these gorgeous lambs a chance at a real life, but also to provoke conversation: we love animals, so why would we ever want to hurt them in this way?”