Evans, 25, has been missing since attending Chicago's Pride festivities on Sunday, when he was last seen in the 3300 block of North Halsted Street in the Lakeview neighborhood.
Friends and family will spend the holiday weekend distributing fliers.
Police have issued a missing persons notice Wednesday and are reviewing surveillance video from cameras in the area.
Evans is being described as serious about his studies and laid back, so his friends are confused as to why his behavior would apparently do a dramatic turn.
"This completely baffles us and we think there might be something else to this," said friend Antonio Delgado.
Delgago says he and a bunch of friends were together Saturday night, barhopping and ended up at Roscoe's in Lakeview.
By all accounts, Evans was fine and nothing seemed out of the ordinary until about 1:30 Sunday morning when they say his behavior changed drastically.
"He's very introverted, he's very conservative, so for him to get really hyper about something and really worried, we were all worried too," said friend Michael Schulz.
His friends say he left the bar and ran east on Roscoe Street, they thought toward his car a few blocks away, but the car was in the same spot.
Evans hasn't been seen since.
Now, friends are retracing their steps and taking to social media, setting up a Facebook page to help generate clues.
Evans is a grad student getting his MBA at Loyola.
His family says they can't understand what would make him act so strangely.
"I'm very worried. I'm really happy for all the support that everybody is giving us to try and find him," said Anita Evans, Christopher's mother.
Anita Evans also wonders if someone may have spiked his drink the night he disappeared.
If anyone has any information about the whereabouts of Christopher Evans, they are asked to call Chicago Police.