Parks and wildlife ministry spokesman Sakabilo Kalembwe said the five were arrested at the Chanida border post.
They were held for “illegal possession of 25 rhino pieces weighing 32.2 kilograms (71 pounds),” Kalembwe said in a statement.
The origins of the horns could not be immediately confirmed.
On Wednesday a 24-year-old Chinese woman flying from Zambia with 20 kilograms of rhino horn was arrested at South Africa’s main airport on her way to Hong Kong.
But Kalembwe said no rhino has been reported poached in Zambia nor were any horns missing from its stockpiles in recent days.
Four decades ago, Zambia boasted a healthy rhino population of around 12,000 but by 1998 the animal was declared extinct due to rampant poaching. A few dozen have now been reintroduced into the country.
Rhino poaching is rife in southern Africa, especially in South African game reserves, fuelled by cross-border syndicates who are feeding an insatiable demand for their horn in Asia.
Rhino horn is mistakenly believed to have medicinal powers including being anti-carcinogenic.
Roughly a quarter of the world rhino population has been killed in South Africa, home to 80 percent of those remaining, in the last eight years.
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