The SUV which has a radio frequency tag allowing its entry into Parliament, was being used as the pilot vehicle in the Deputy Chairman's convoy.
Police sources have revealed that the car was stolen from the residence of his driver Niranjan Mohanty in Mahipalpur.
"The driver had taken the vehicle to his residence on Sunday night as he was relieved from duty very late. This is a common practice," media reports quote sources as saying.
After registering a case, the police launched a probe into the issue.
Speaking on this, a police official said, "We are investigating why the driver took the vehicle to his residence. The vehicle has a radio frequency tag which allows it to enter Parliament."
Reports say that the Parliament Security have de-activated the tag to ensure that it is not misused to get an entry into the Parliament.