Police investigating the disappearance of a Colorado woman last seen on Thanksgiving Day have searched her fiance’s property.

Investigators did not immediately disclose any information about the purpose of the search at the property on Friday, and have said the fiance, whose name is Patrick Frazee, has been cooperating since 29-year-old Kelsey Berreth’s disappearance three weeks ago.

Ms Berreth’s disappearance has mystified her family and investigators, with images captured on surveillance video appearing to show her entering a grocery store on Thanksgiving Day with her one-year-old daughter in a baby carrier.

Her mother, Cheryl Berreth, said in an interview on NBC’s Today the two spoke twice that day, adding, “I can’t think of anywhere she’s ever gone where she hasn’t told me.”

“It’s just not in her character to do something, to just take off and be gone,” she said.

Mr Frazee told police the he met with his fiancé during the afternoon of her disappearance so he could pick up her child. The couple did not live together, and the daughter is staying with her father as the investigation continues.

Meanwhile, Mr Frazee has not been named as a suspect in the disappearance of Ms Berreth, a pilot who works as a flight instructor for an aviation company.

Police have said the only sign of Ms Berreth after Thanksgiving were text messages from her cellphone. Location data later suggested that by 25 November her phone was in Idaho, nearly 800 miles (1,290 kilometres) from her home in the Colorado city of Woodland Park.

On Friday, Teller County sheriff spokesperson Greg Couch said Mr Frazee was at his home when investigators arrived to conduct the search, adding that he was not arrested.

Mr Frazee’s attorney, Jeremy Loew, released a statement indicating his client has continued to cooperate throughout the investigation and was not asked to participate in the property search.

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Mr Frazee provided DNA samples to police and gave his cell phone to investigators, Mr Loew said in past statements.

“We encourage law enforcement to take whatever steps it deems necessary to find Kelsey Berreth and to be able to exclude Patrick Frazee as a possible suspect in this missing person investigation,” he said Friday.

Ms Berreth’s employer received a text message from her cellphone the Sunday after Thanksgiving saying she planned to take the following week off.

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Police opened the investigation 2 December after Ms Berreth’s mother called authorities for a welfare check of her daughter.

Upon arriving to her house for their initial check, police said they found both of her cars outside her Woodland Park home. Her employer, Doss Aviation, has also accounted for all of their planes and investigators said they do not believe she used another plane for a flight.