Rt Revd Moses Bukpe-Tabwayen, Bishop of Gwagwalada, a region in the centre of the country, is thought to have been kidnapped early in September.
He was taken when travelling between Abuja to Onitsha, according to Reuters.
The Primate of Nigeria and one of the country's most senior church leaders, Most Rev Nicholas Okoh, has issued a statement calling for "fervent prayers for his immediate release."
He has urged Christians to be "vigilant and security conscious wherever you find yourselves.
"The issue of kidnapping is rampant in the country but we can still curtail the menace if we are vigilant. If we fail to live together as brothers in prayers, we shall perish as fools, so we should endeavour to be our brothers' keeper."
His captors are demanding 40 million Nigerian Naira (around £130,000) for his release.
The car was found the with ignition still running, according to the police.
The case will now be dealt with by the Special Anti-kidnapping Squad, who have reportedly began a man-hunt.
Bishop Bukpe-Tabwayem was consecrated in April this year and is one of the youngest bishops in the Nigerian Church.
