Kids found safe after eight hour search

Two young children who went missing for eight hours have told how they left a playground and caught a bus into the Adelaide CBD, sparking a city-wide police search.

Siblings Jessica Coulter, 6, and Liam Rivett, 10, had been playing in a park near their Oaklands Park home, when the pair and their 10-year-old friend Ethan Vonderwall, caught a bus into the city around 7.30 last night.

"We were going to go to the skate park with Ethan but then we changed our minds, so we wanted to go to the city," Jessica said.

"We just walked around, looked at a couple of stuff and that's all."

Mother Kylie Coulter said the children were supposed to return home from the playground by dark.

"It was very traumatic, not knowing where my kids were and it was like finding a needle in a haystack," Mrs Coulter told 9NEWS.

"I was in a complete mess, I didn't know what to say, what to think, what to feel and I didn't want to think about the worst-case scenario."

Her husband Matt said he searched the area in the hope of finding his missing children.

"I drove around everywhere, probably two or three hours last night, around here, Glenelg, looking for them," Mr Coulter said.

The siblings had been missing for nearly eight hours, when Jessica became scared of the dark and caught a bus with Liam back to Oaklands Park, where nearby construction workers called police.

"She was crying and the worker said 'Are you alright?' and she said 'Oh I'm afraid of the dark'," Liam said.

Police collected the pair and returned them home to their relieved parents.

"It was just unreal to finally have them home safe," Mrs Coulter said.

Ethan was found at a fast food outlet in the city early this morning and also taken home by police.