Western Australian Police have confirmed that a police horse was electrocuted at a regional show in the Perth Hills.

The horse was working at the Kalamunda Show when it threw the rider and fell to the ground while passing a metal light pole.

Police say Hercules appeared to recover, but collapsed and died after passing the light pole a second time.

Two police officers suffered electric shocks during the incident while trying to revive the horse. They were taken to hospital but have since been released.

Senior Constable Stuart Mosscrop says the horse collapsed from the shock.

"We've tried to remove him from the area and walk him out of the site, and as we've done so he's collapsed on the ground near a power pole," he said.

"As he's collapsed on the ground it appears that this was live and he's been electrocuted."

Senior Constable Mosscrop says it was a frightening experience.

"He started to get agitated and then the closer we got he suddenly started stamping again - the current must have been coming up through his hooves. We walked closer where the current must have been strongest and that's when he just collapsed on the ground," he said.

A witness says it was distressing to see the horse collapse and start convulsing.

Stall operator Daniel Williams says police officers tried hard to save the animal.

"They were pumping the horse's chest. There were two officers pumping the horse's chest obviously trying to get some air back into its lungs," he said.

The Kalamunda Show was closed Saturday night so lights at the site did not need to be turned on.

Worksafe, Western Power and Energy Safety are investigating.