The involved vehicle is believed to be a silver 2015 Toyota Camry.
DeJesus told police she had pulled over to the side of the road when a car pulled in front of her, at least two men got out, one pointed a gun at her face and ordered her out of the car.
She says the carjackers got away with her purse, credit cards and key fob.
The FOX 8 I-Team has also learned that the FBI is assisting in the investigation.
DeJesus made national headlines in 2013 after she, Amanda Berry, and Michelle Knight, now known as Lily Rose Lee, had spent a decade held hostage by a kidnapper.
Anyone with information regarding the vehicle or suspects involved is asked to contact The First District Detective Unit at 216-623-5118. Anonymous information can be provided via Crimestoppers at 216-25-CRIME.