Chelsea O'Donnell, 17, was last seen a week ago, the comedienne said on her website accompanied by a photograph of her daughter.
Chelsea left home with her therapy dog and is in need of medical attention after she stopped taking her medicine, O'Donnell said.
Police have been looking for her in the Rockland County area of New York, north of Manhattan, since August 16, O'Donnell said.
She was last seen wearing a black hooded sweatshirt, dark ripped blue jeans, women's grey converse sneakers and a black backpack.
The comedienne appealed on anyone with any information to contact authorities or ring emergency services.
O'Donnell, who has also acted in films alongside Tom Hanks, was in the headlines most recently over a spat with billionaire White House contender Donald Trump.
Trump insulted her appearance during the Republican candidates' television debate earlier this month when questioned about his attitude to women.