The animals tried to escape yesterday about 3 p.m. from an outside enclosure. Durham Police said the pair dug under an inside fence and were working their way to an outer fence when keepers caught them.
The wolves are endangered 6-year-old males. They have been at the museum for about two years.
The animals had made their way under the first fence, which is about 12 feet high. They were heading for the second fence when they were caught.
Visitors who were outside were asked to go into a nearby building while handlers worked to round the animals up.
A museum spokesman noted that wolves are natural diggers and that crews often find holes they must fill.