Around 6:50 p.m., officers found the children in the vehicle, which had been abandoned in a driveway in the 200 block of Sweeny Street, police said.
Police said the driver, described only as a thin white woman with curly, short brown hair, abandoned the car with the children inside it and fled on foot.
The woman reportedly stole the car with the kids inside from 22nd and Shotwell streets a short time after 6 p.m., according to police.
Police had not located or identified the woman as of 7 p.m.
