Bollinger County Sheriff Leo McElrath said the students were gone for about two hours before they were discovered at a home near town on County Road 500 at about 12:30 p.m.
They told classmates they were going to play a trick on their teacher, he said.
The students weren't injured, but were hot and sweaty, McElrath said.
After they showed up on the doorstep of a local resident, that resident called the sheriff's department and was instructed to keep the boys there until authorities could come and pick them up.
They were returned to the school, where their parents were waiting for them, McElrath said.
Five officers from the Bollinger County Sheriff's Department and local firefighters and emergency personnel from Scott County all helped search for the children.
County Road 500, Marble Hill, MO