FBI spokeswoman Shauna Dunlap said Thursday that no one has been arrested and the investigation continues.
The theft happened Wednesday as the car was parked and the agent was conducting business at the Exxon gas station at Beechnut and the Beltway in southwest Houston.
Investigators say one man stole the government-issued weapon and ID from the car while the second suspect waited in the getaway vehicle. Security videotape shows the two suspects fleeing in a white SUV.
The name of the FBI agent has not been released.
Crime Stoppers of Houston has offered up to $5,000 for information leading to arrests and charges in the case.
Information from the Associated Press was used in this report