Officials first learned about the allegation when Perry called police on Friday to report some property damage. While talking to her they were told about Coley's possible abduction.
Perry told authorities on Thursday around 10 p.m., a man -Samuel Lee Kelley Jr. also known as 'Lil Boot'- was in a black Chevy Trailblazer and drove up beside Perry and Coley while they were in her Ford Focus.
She said Kelley and another man -who has not been identified- got out of the Chevy, exchanged words with Coley and the unidentified man shot the windshield of the Ford.
Coley was then allegedly forced into the Chevy and it drove away.
Perry told officials she had not heard from Coley since the incident.
Police arrested Kelley Saturday morning and charged him with kidnapping, assault by pointing a gun and damage to property.
Officers later found Coley in Rocky Mount where he told police he was not injured.
Authorities said they are investigating Perry's claims.