The bicycle, which was clearly marked with the letters NYPD, was taken from outside the Furniture Outlet II in Brooklyn while the officer was inside talking to owner Tommy Kwan around 3 p.m. Thursday, the New York Post reported Friday.
Kwan said the bicycle was not locked.
"When he went to leave, the bike was gone," Kwan said. "He asked if there were surveillance cameras, but we don't have any."
The officer put out a call for backup and police searched the area but were unable to spot the bicycle.