Kandace Schipper, 29, arrived in Tokyo on 8 May and “abruptly” stopped communicating with family and friends 10 days ago.
She had been travelling with a male companion, Luis Torres, 27, whom they have also been unable to reach.
Her sister Nicole Willea said family have notified the US consulate and filed a missing person report in Chicago.
“She was communicating every day from Tokyo to family and friends but has not been reachable in 9 days,” Ms Willea wrote on Facebook.
“Our family is experiencing one of the worst fears possible,” she said.
Brother-in-law Adam Willea told Chicago’s WGN9 that the Tokyo Metropolitan Police was refusing to investigate the disappearance as a missing person case because she hadn’t yet missed her flight home.
He told WGN9 the family felt “helpless feeling” not knowing what had happened to her.
“Is she being held somewhere against her will? Is she hurt? There’s nothing we can even do because it’s in Toyko, Japan. We need feet on the ground over there.”
Ms Schipper’s family believe her last known location was Shibuya, after receiving a credit card transaction alert.
Ms Schipper, a stylist and makeup artist, grew up in Chicago and recently moved to California, according to a Linkedin profile.
Anyone with information is asked to contact her family on +1 616 439 0160 or email email@example.com.