Serious concerns are held for a Sydney dentist who disappeared from the CBD in the early hours of Sunday morning.

Key points: Preethi Reddy, 32, has been working at a dental surgery in the lower Blue Mountains for one year

Preethi Reddy, 32, has been working at a dental surgery in the lower Blue Mountains for one year She hasn't been seen since early Sunday morning and colleagues say they are "terrified"

She hasn't been seen since early Sunday morning and colleagues say they are "terrified" Police have described her disappearance as out of character

Preethi Reddy, 32, was last seen on George Street and police said her grey Volkswagen Golf was also missing.

Dr Reddy was recorded on CCTV buying two bottles of water at the McDonald's on George Street at 2am and has not been heard from since.

A NSW Police spokeswoman described Dr Reddy's disappearance as "out of character" and said they were appealing to the public for information.

Dr Reddy's colleagues say they are "terrified" after she vanished at the weekend. ( Supplied: Facebook )

Dr Reddy worked at Glenbrook Dental Surgery, 70 kilometres west of Sydney, for the past year.

Her colleagues at the surgery said they were "terrified" and had been unable to sleep since her disappearance.

"It's devastating, and this is completely out of character," dental assistant Chelsea Holmes told the ABC.

"We got called on Monday asking if she had turned up to work … and now we are just hoping and none of us have been able to sleep.

"I spoke to her last Thursday and it was 'see you next week' and completely normal.

"Now I am just praying she will be found."

Ms Holmes said patients were offering to help with the search.

A Facebook page set up to help locate Dr Reddy has amassed over 2,000 followers.