That's must've been what these two steeds were thinking when they were released from their stalls in Howell, Michigan -- covered in horsey coats, no less -- into some deep snow.

They didn't make it more than 20 feet before realizing how cold it was ... and then bolting back inside.

We're guessing these sturdy stallions come from Mister Ed or BoJack Horseman's family tree ... as opposed to Trigger or Little Blackie's lineage.