Brown, 20, who has been recording his second album and working on a "Raven" spin-off, released a statement Wednesday night saying he "felt a little lost and needed to get away," People magazine reported.

"It got a bit overwhelming and I needed to be alone," he said.

Brown left his manager's Los Angeles home Tuesday morning for a quick run to a nearby convenience store and failed to reappear -- missing a series of meetings and appointments, his publicist said.