"Went in for lunch ... came out and car was stolen," McAuliffe wrote on Twitter.
A report from District of Columbia police said McAuliffe, a resident of Northern Virginia, had parked a Ford Explorer at about 1 p.m. in the 900 block of Sixth Street Northwest. When he returned to the spot at 2 p.m., the vehicle was gone, the report said.
McAuliffe said that police were "right on it," and that the vehicle was "recovered immediately."
Police said the vehicle was found parked and unoccupied on K Street Northwest, just west of North Capitol Street. The site is a little more than a half-mile from where the vehicle was initially parked.
It was not immediately clear who took the Explorer or why.
"Thank you for a job well done," McAuliffe tweeted to D.C. police.
McAuliffe, a Democrat, was governor from 2014 to 2018.