The family of Nicola Bulley broke down in tears as they said they're "stuck in a nightmare" after the mum "vanished into thin air".
The 45-year-old mortgage adviser was last seen during a dog walk on Friday morning in St Michaels on Wyre before disappearing.
Nicola's springer spaniel Willow and mobile phone - still connected to a work conference call - were found along a towpath overlooking the River Wyre.
Lancashire Police have said they are not currently treating her disappearance as suspicious.
It comes after the force released a CCTV image of a dog walker they want to speak to as part of the investigation.
She was spotted on Allotment Lane at around 8.48am on January 27, close to where Nicola was last seen.
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Nicola's sister Louise Cunningham, speaking to Sky News today, said: "I just can't...if I'm being honest, it feels like I'm just stuck in a nightmare.
"We're going round and round in circles trying to piece together what could have possibly happened and we've just got to keep such an open mind with everything because we just have no idea where she is.
"It's like she's just vanished into thin air. There's no evidence to point us in any direction.
"Obviously, my hope is that she's still out there. Something's happened and she's... I don't know, needed to take herself off for whatever reason."
She added: "We just want her home. We need her home, her children need her home. It's just absolutely heartbreaking."
Nicola's father Ernie said: "This has just emptied our lives at the minute, we just feel so empty.
"We appreciate everything everyone is doing to find her. The police have been brilliant, the local community has been outstanding. But at the end of the day we just want her back."
He added: "We need the public to search their minds for anything they might have seen. The main thing is we want to find Nicola and get her back home.
"There are two young children there waiting for their mummy to come back. And if Nicola is out there and she's watching this - come home, contact the police. We just want you back."
Asked how much he missed his daughter, Ernie began to cry as he said: “Don’t, it’s hard… we’re such a close knit family.
“We’re a close knit family, we’d do anything for any one of us and the children would do the same for us.
“We’re getting on in life, and the grandchildren, and our own children, are more and more important to us as we’re getting older.
“So, yeah, I just hope she comes home.”
He said that his family hoped their interview would “spark a light” that would lead to finding Nicola.
“We’re holding onto this, not our last hope, but this is going to reach out to millions of people, and we’re just hoping that from doing this interview that something may come of it which will spark a light and it will lead to us finding our daughter,” he said.
Police have since traced the witness, who was wearing a red and white coat with a fur hood, light-coloured trousers and a light bobble hat.
She was walking a small white dog.
The force said they wanted to speak to the woman as a witness and nothing more, and say there is nothing to suggest any third-party involvement in Nicola's disappearance.
Nicola is white, 5ft 3in, with light brown shoulder-length hair.
She speaks with an Essex accent.
She was last seen wearing a long black gilet jacket with a hood, black jeans and olive-green ankle wellies.
Her hair was tied into a ponytail.
Anybody who has seen Nicola, or has information about where she might be, is asked to call 101, quoting log 565 of January 30.
For immediate sightings please call 999.
