The Rev. Augusto Baldini said the thieves may have believed he was carrying something easier to fence, like a laptop, in his backpack, The Daily Telegraph of London reported.
Baldini was taking the relic to a sanctuary near Civitavecchia where it was to be on display.
"One of the thieves distracted me, telling me I was on the wrong train," Baldini said. "I turned round to look, and it was then that his accomplices stole my backpack."
The three men jumped off the train at Marina di Cerveteri.
The blood was drawn from John Paul after a 1981 assassination attempt. The pope, who died in 2005, was beatified last year, a step to becoming a saint.
Railway police searched around the Marina di Cerveteri station for several hours before they found the relic in a stand of cane grass. Investigators say the thieves might have ditched it, planning to pick it up later, or might not have realized its value.
Baldini said he prayed for the relic's recovery.