Friends and family of the NBA forward have been unable to contact him for 72 hours, reported TMZ online.
The 33-year-old, who played last season with the Los Angeles Clippers, has gone missing after refusing to go into drug rehabilitation.
Last year, he went to a rehab centre in San Diego at the request of his wife, but left after three weeks.
On her Twitter page, Khloe wrote, "Really hard to sit here and listen to people talk about my family! I'm too protective for this."
The couple have been at the centre of rumours surrounding their marriage.
They married in September 2009 and their wedding was featured on the reality show 'Keeping Up With The Kardashians'. The couple also had a spin off series.
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