"Kevin is concerned for Britney and his children," a friend of Federline's told People magazine.
He reportedly canceled his room in Las Vegas, site of the NBA All-Star festivities last weekend.
During the weekend, Spears shaved her head, got a tattoo and partied on both coasts. She voluntarily checked into a Los Angeles-area rehabilitation facility Tuesday. Last week she checked into a center on Antigua but left less than 24 hours later.