"I was lookin' down here. I thought, 'Man, someone just lost their kid out of the car.' I was running down there to make sure he was all right. The car sped off," an eyewitness told KOVR.
"Peyton's mom said she asked him how he knew to jump out, and he said, 'Because it wasn't you, Mommy,'" the reporter said.
Stockton, California, police say the boy was sitting in his mother's car while she said goodbye to family members, and that's when it was stolen.
The Los Angeles Times reports he has some cuts and scrapes from his jump from the car, and the thief is still on the loose.
Just last month, in an area about an hour from Stockton, another car theft happened, this time with an 8-year-old asleep in the backseat. The thief abandoned that car with the sleeping child still inside and still safe. (Video via KNTV)
As for Peyton, an eyewitness said the car was going 60-70 mph when he jumped out and was picked up by family members. It's a good reminder to be careful when leaving cars idling.