A senior police officer said the incident happened just before noon and was reported to the police around 1 pm. The car was parked on the roadside outside the Delhi Secretariat.
The incident has outraged AAP workers, many of whom posted videos of Kejriwal using the car, especially during the 2014 Republic Day, after he became the chief minister of Delhi for the first time.
Jaihind had sought the "lucky car" for his campaigning when he contested the 2014 Lok Sabha poll from Rohtak.
"I want this car back. There are a lot of emotions, memories attached to it. Whoever returns the car, I will give him a suitable reward, which will be much more than what he will get from selling the car," Jaihind said.
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Like Jaihind, many AAP volunteers recollect the "iconic" car for it witnessed the ups and downs of the Aam Aadmi Party.
The car was witness to two assembly election wins in 2013 and 2015 and also to the party's poor performance in the Lok Sabha polls.
Even after Kejriwal became the chief minister in December 2013, he refused to use an official car and preferred his old Wagon-R.
AAP volunteers recall the blue car which had rust and dents on it, giving refuge to a sick Kejriwal, suffering from severe cough and cold on a nippy January night in 2014, when he staged a 'dharna' outside the Rail Bhawan against the Delhi Police.
"I am just praying, it comes back!!#BlueWagonR," AAP leader Vandana Singh, who was using the car, tweeted.
"The car was parked outside the Delhi Secretariat. It went missing around 1 pm," a senior police official said.
Hitting out at Lt Governor Anil Baijal, AAP leader Saurabh Bharadwaj said the stealing of the chief minister's car was "grave" and reflects the state of law and order in the city.
"Lt Governor's job is to focus on law and order. But, instead of doing that he interferes in other affairs," he said.