The kidnapping is the first of a member of the government, though comes amid a spate of abductions in the city in the last week.
Sayo's wife Nicaise Danielle Sayo said the couple were returning from church yesterday morning when the kidnappers stopped them.
Another source close to the family said that the kidnappers who were travelling in a taxi blocked the minister's car.
"Three men got out and fired into the air. The minister asked them 'what's the problem' but they just indicated him to get into the taxi... Then they left," the source said.
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No group have claimed responsibility for the kidnapping.
On Monday French aid worker Claudia Priest was snatched by the country's Christian anti-balaka militia and subsequently freed.
Priest, 67, who arrived back in France yesterday, was kidnapped along with a local man. A UN employee was also briefly detained by the anti-balaka the following day.
The Central African government condemned Sayo's kidnapping as yet another act of "barbarism" by assailants aiming to to create instability.
The anti-balaka are mainly Christian militias formed to fight off relentless attacks from mostly Muslim rebels of the Seleka coalition. The Seleka seized power in March 2013 but were routed from Bangui in January last year.
Anti-balaka means "anti-machete" in the local Sango language and refers to the weapon of choice wielded by the Seleka -- but also taken up by the vigilantes.
Both groups have been accused of serious abuses against civilians.