Staff at Bern's Natural History Museum cut off the horns of its six display animals and put crude wooden ones in their place amid concerns they would be targeted.
Curators acted after hearing of horn thefts at museums across Europe, including in Britain, France and Germany.
Rhinoceros horn is prized in Asia where many consider it to have aphrodisiac and disease-fighting properties.
In recent months prices have soared, and they currently fetch between 30,000 and 250,000 Swiss francs (25,000 and 200,000 euros), according to the museum.
"On the black market, rhinoceros horns are more valuable than gold," it said in a statement.
Though a relatively new phenomenon, museum thefts have noticeably increased recently, it added.