Scholes was outside his home defrosting the windows on his Chevrolet Captiva Estate when he nipped back inside the house, leaving the engine running.
But while he was missing, somebody helped themselves to the motor from Oldham in Greater Manchester.
A police spokesman said: "Police are investigating after a car was stolen while the owner was defrosting the vehicle.
"The grey Chevrolet Estate was stolen from the drive of a house in the Greenfield area of Oldham between 7.45am and 8am on Monday 28 January 2013.
"Inquiries to locate the car are ongoing."