The boy's mother, Amy Leichtenberg, said she warned a judge this could happen.
"I told him he was a flight risk. My attorney told him he was a flight risk. Nobody believed me," said Leichtenberg.
Police say there is reason to be worried about the boys.
"We are concerned because we've had some incidents in the past with Mr. Connolly that indicate he is not a stable individual and that he makes verbal threats towards himself, the children and his ex-wife," said Chief Gordon Beck, LeRoy Police Department. .
"He has always told me, cause I took the kids from him, that I would suffer just like he did," said Leichtenberg.
Michael Connolly was last seen driving a gray, 1991 Dodge Dynasty with Illinois license plate A-326109.
Leichtenberg said she had to call police last week because Connolly would not let the boys out of the car.
"And I just want them home. Just want them home," said Leichtenberg.
The boys have relatives in the Chicago area. Anyone with information on their whereabouts should call police.