A spokeswoman for the force said the nine-week-old Cocker Spaniel puppies were taken from a padlocked outdoor kennel in a garden in Greenhall Road in Gorebridge, between 1am and 8am yesterday morning.
But police received a call from a member of the public at about 3pm yesterday to report they had found the pets in the Carlowrie Place area at 8.30am.
The police spokeswoman confirmed that the puppies, one light golden in colour and the other dark chocolate with a white stripe on its chest, have since been returned to their owner.
Speaking today, owner Val Geary said: "I'm just relieved to have them back. But I wouldn't want anyone to go through the hell I did yesterday."
In a post on Facebook she wrote: "Puppies have now been returned by the police safe and well! Can't thank enough everyone on Facebook who shared. I'm almost certain that the power of Facebook once again prevailed. Enormous relief and gratitude to all."
The post has been shared about 19,000 times on Facebook.
The police spokeswoman said officers are still investigating the theft and have asked anyone with information to contact police on 101, quoting incident number 0617 of 30th August, or report this anonymously to Crimestoppers on 0800 555 111.