Colorado Springs Police said the thief jumped into Anthony Pettiford's car when the father went inside the Hancock Street 7-Eleven store early Sunday and drove off with the young boy in the back seat, The Colorado Springs Gazette reported Monday.
Police said the thief left the boy at the side of a road about four blocks away with a plastic bag containing some soy milk, a sippy cup, two diapers, wipes and pajama bottoms.
Officers said the boy then carried the bag through the snow and up 14 stairs to knock on Traci Gilbert's second-story door.
"Help me, I'm cold," Gilbert quoted the boy as saying when she opened the door.
"He wasn't crying. He never shed a single tear the whole time," Gilbert said.
Gilbert's son took the boy to find his home and they were able to flag down a police officer who reunited the toddler with his father.
Police said they are searching for the thief and the stolen 1995 white Chrysler New Yorker.