The Menhusen family, of north Shawnee, realized their an 11-month-old kangaroo Lucy Sparkles was missing on Thanksgiving, The Shawnee (Okla.) News-Star reported.
Lucy likely wandered off, frightened by all the children outside, as kangaroos can be sensitive to noises.
"We're certainly heartbroken and sad -- we just want her to come home," mother Shayla Menhusen said.
The family searched for Lucy Thursday night and again on Friday, but she hasn't been found.
"We feel like she's close," Menhusen said, adding that hopeful Lucy will find her way back home or be found safe. "She's the only pet we have."
Menhusen said if Lucy is found that she is very friendly and likes being held. She should be kept in a yard with a fence.
The family is also offering a $500 reward for anyone who returns the kangaroo safely.