Four children who allegedly drove a four-wheel-drive from central Queensland to NSW have been found safe in Grafton.

Police say a 14-year-old boy, two 13-year-old boys and a 10-year-old girl took a family member's car from Gracemere near Rockhampton on Saturday night, along with fishing rods and cash.

The children were allegedly involved in a fuel-stealing incident at a service station in Banana early Sunday morning.