A Lake County Sheriff's boat was used in the search on Saturday.
Aneta Marsek and her two daughters live in Volo.
Investigators say her credit card hasn't been used all week and her cell phone has been turned off. Her estranged husband tried to send her a message on Saturday night through the media.
"I love you guys," Dan Marsek said in an emotional appeal. "Come home. Please. Call someone. Let them know you're okay."
The 29-year-old Marsek's wife, Aneta, and two young daughters have been missing for a week.
"Aneta, we love you and we want you to come home," said Nancy Marsek, mother-in-law of the missing woman. "If anybody knows anything, please help my daughter-in-law come home."
Dozens gathered at the Marsek home for a candlelight vigil and a moment of prayer.
Police say 33-year-old Aneta Marsek, her 2-year-old daughter Chevelle, and 4-month old daughter Macenzie, were last seen October 6 leaving Marsek's parents' home in Wauconda.
A search of nearby retention ponds and lakes has turned up nothing and investigators have found no evidence of foul play.
"Aneta, if you see this, wherever you are, all these people showed up here tonight because they love you and they're a part of your life," said Will Czaja, Marsek's brother.
Relatives say Marsek had recently filed for divorce and was planning to move back in with her parents this weekend.
In addition to her marital problems, Marsek was laid off last month from her job at a store in Johnsburg and the couple's home had slid into foreclosure.
In an order of protection filed by Dan Marsek after his family vanished, he alleges his wife has disappeared before and kept the kids away from him.
Police say Aneta Marsek may be driving a black Chevy Trailblazer with license plate CZAJA28, the spelling of her maiden name.
"It's hard to imagine that someone would just get up and leave with no money, no credit cards, or not using their cell phone for a whole week," said friend Peter Jablonski.
Dan Marsek declined to take reporters' questions. After the vigil, the family passed out more fliers, which they have been distributing throughout the area.
