Loved ones attended a prayer service for Linda Fellenbaum, 32. She was last seen running barefoot out of her boyfriend's Joliet home on October 21.
Police say Fellenbaum's boyfriend has been cooperative in the investigation.
Her family says that they don't know why she ran off.
"My sister is a very responsible mother. She has children who love her so much and we don't know what to say to them right now," said Sarah Ogeto, Linda Fellenbaum's sister.
Recent searches have yielded few clues.
Joliet police did recover Fellenbaum's phone, car and shoes.