The family of Micah Grady says the 18-year-old was last seen on Chicago's West Side near Leamington and Washington in the Austin neighborhood.
Her family told ABC7 Micah accidentally missed a Chicago Public Schools bus on Monday morning.
They think she then tried to walk to school, because the front door was open, and she was gone.
ABC7 is told Micah is never left alone and is always in the care of her mother or grandmother.
She was last seen wearing a pink jacket and grey pants.
Her family is now going door-to-door, searching for Micah.
Police asked anyone with information to call them at 312-746-8251.