Lisa Shearer, 27, had been reported missing after leaving an address in Buckhaven, Fife, on Wednesday afternoon.
She and the children were traced in the Glenrothes area at about 20:50.
Police had appealed for help in finding Ms Shearer and her sons, aged four, one and a one-month-old baby.
Officers later said they would like to thank everyone who shared and supported their appeal for information.
A mother who went missing with her three young children has been found safe and well.