The computer was protected by encryption and carried no classified information, the Secret Service said.
However, the laptop does have details on a criminal inquiry into Hillary Clinton’s use of a private email server, ABC News said.
Police are looking at surveillance footage to identify a suspect.
The Secret Service released a statement saying “an employee was the victim of a criminal act in which our Agency issued laptop was stolen”.
The agency added that its computers “contain multiple layers of security including full disk encryption and are not permitted to contain classified information”.
According to ABC, the female agent’s car was targeted in the Bath Beach area of Brooklyn on March 16.
CBS News said the laptop also carried important files on Pope Francis.
A police source told the New York Daily News: “There’s data on there that’s highly sensitive. They’re scrambling like mad.”
Secret Service “lapel assignment pins” for President Trump, the Clinton campaign and the UN General Assembly were also taken with the laptop.
The items were reportedly stolen from a bag inside a car in the agent’s driveway. The bag has since been recovered but the computer has not, media reported.
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