Mr Harding described the wallaby, which is two years old and does not have a name, as about the size of a cat.
The Glastonbury Tor Charter Fair advertised the fireworks, which were held between 20:00 and 21:00 BST, as “noise reduced”.
Parma wallaby’s are native to Eastern Australia and according to the Australian Museum, can grow to be about 50cm tall.
They are nocturnal and spend the days resting in dense vegetation before emerging in the evenings, feeding on grasses and herbs.
They are grey-brown in colour, with a white throat and chest.
Mr Harding urged anyone who thinks they have seen the wallaby to please get in touch.