NSW Police say a woman parked her car in Carramar on Wednesday at 12.30pm with three girls - aged eight, seven and two - sitting in the back seat.
"A man approached the car and drove away," a police spokesperson said in a statement.
"At the time, the woman was standing next to the vehicle."
At 3pm a police spokeswoman confirmed to AAP the children had since been located.
© AAP 2020