Authorities said the incident happened around 6:44 p.m. Thursday in the 31500 block of Whispering Palms Trail, near McCallum Way. The car was described as a white 2016 Honda Accord with tinted windows and license plate 7TJR654.
Police said the owner of the car is a babysitter who stepped out of the vehicle for a moment, and when she came back the car was gone.
Investigators initially issued an Amber Alert that included descriptions of the 2-year-old boy, Carlos Cortez, and the 1-year-old boy, Jayden Cortez.
It was unclear why the babysitter had stepped out of the car.
At 2:40 a.m. Friday, Riverside County sheriff's personnel discovered the unharmed boys inside the vehicle in Desert Hot Springs, the Cathedral City Police Department said on Twitter.
No other information was immediately available.
KESQ-TV contributed to this report.