His family said they are thankful for everyone who was able to share, pray, and help them in their mission to locate Caleb Rios.

O'FALLON, Mo. — An Army veteran from O'Fallon, Missouri, who disappeared earlier this month was found dead in Wyoming, his family said Thursday.

Twenty-six-year-old Caleb Rios had been missing since the first of the month, which is when the St. Charles County Police Department issued an Endangered Missing Person Advisory.

Rios' father wasn't worried at first, but then they saw some red flags.

They found out that Caleb was looking up suicide articles online. Beyond that, the night he left, Caleb left the back door unlocked and left with cash. Plus, he took a firearm with him.

"It was just a gut feeling that I had and he had taken one of our firearms out of the safe," he tells Five On Your Side.

Eric also says two of Caleb's friends just committed suicide in the last few months.

Family members said they were informed on Thursday that Caleb was found dead.

SPC Caleb Nathaniel Rios Memorial Bracelet Black anodized aluminum laser engraved memorial bracelet for SPC Rios as pictured. Please note: information provided for individually listed bracelets is not verified. The text and images and been supplied or requested by a customer and we've custom listed the bracelet by request so they have a

Caleb Nathaniel Rios Caleb Nathaniel Rios of O'Fallon, MO, passed away at the age of 26 on Thursday, October 17, 2019. He was preceded in death by two grandfathers, Evan Thebeau and John Carey. Caleb is survived by his wife, Lisa Rios; his daughter, Juliana Rios; his parents, Eric and Shelly Rios; his mother, Sheri Emery; his siblings, [...]