Erica Thompson, 53, was last seen in Brookfield on September 25.
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Thompson's son, Michael Russo, reported her missing after she failed to check in with family or show up to her job as a comptroller at a local chrome plating company.
Russo said he went to Thompson's house and found the back door open.
"The AC was running, the house was very dirty like someone hadn't been there in days," Russo said. "It just felt really wrong."
Her family said they're heartbroken but they refuse to give up hope.
Thompson's family members and friends teamed up with a group of volunteers Saturday morning. They met at Veterans Memorial Circle on Maple and Washington Streets in Brookfield.
The group went door to door, distributing flyers in hopes of uncovering a new lead.
Cook County Crime Stoppers is offering a $1,000 reward for any tip that helps police solve the mystery.
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"We need your help. We need your help to tell anything you know about what could've or did happen to Erica," said George McDade of the Cook County Crime Stoppers.
Relatives remain concerned because they say she lived alone and was afraid of a boyfriend she was trying to break up with.
"We're investigating this in every angle possible," said Brookfield Deputy Police Chief Michael Kuruvilla.
Thompson's vehicle, a dark purple 2014 Nissan Juke with Illinois license plates, also hasn't been located.
Investigators said Thompson's cellphone pinged in several locations the day after she disappeared, giving her family some hope.
"We just miss her very much and need her home," said Dana Kujawski, Erica's sister.