The family gathered in front of Chicago police headquarters to share their story Monday night.
They said Nelson disappeared after calling police for help from the East Side neighborhood. He also called his mother, who said he was gone by the time she reached the area. Tangea Nelson said she doesn't know why her son was calling for help.
Nelson is described as a 5 ft. 9 in. tall 140 lbs. Black man with dreadlocks and a neck tattoo. He was last seen wearing a gray jogging suit, police said.
If you have any information about his whereabouts call 911 or call Area 2 Special Victims Unit at 312-747-8274.