A Calgary family called their missing son their superhero and asked him to stay strong as he and his grandparents remain the subject of an intensive police search.

An Amber Alert is still in effect for Nathan O'Brien, 5, after he and his grandparents — Kathy Liknes, 53, and Alvin Liknes, 66 — were discovered missing Monday morning.

The boy's parents, Rod and Jennifer O'Brien, spoke to media Wednesday afternoon.

The suspicious disappearance of Kathy Liknes, far left, Nathan O'Brien, centre, and Alvin Liknes, far right, concerns police, who say they have not determined a motive. (Calgary Police Service)

"Nathan, you are our superhero right now and we’re going to bring you home very soon," said Rod O'Brien.

"To whoever has Nathan, please find it in your heart to drop off our little angel Nathan, to [where] he can be rescued and reunited with his brothers and his family. To the public, our son and family could be anywhere right now. If you have any information, anything at all, please contact the police."

Jennifer O'Brien thanked the public for the support the family has been getting, and for the opportunity to have Nathan hear her voice.

"We can't be with you right now, but the best people that can be with you other than us is your grandparents, and I know that grandma is holding you so tightly right now," she said.

"Stay strong, Nathan. Stay strong."

As the couple spoke they were flanked by a group of people, including Jeff Liknes, the son of the missing couple, who also spoke to media.

"Mom, Dad, we want you to know that we love you so much, and we are doing everything we can to get you home safely," he said.

"Please continue to pray with us for the safe return of our parents, Alvin and Kathy Liknes, and our nephew Nathan."

Family gone Monday morning

Jennifer O'Brien speaks to the media Wednesday, sending out a plea to her son Nathan to stay strong, as her husband, Rod O'Brien, holding a paper butterfly made by Nathan, wipes away tears. (CBC)

Nathan's mother went to pick up her son at the Likneses' home in the southwest neighbourhood of Parkhill at 10 a.m. MT Monday.

But all three were gone, and there were signs that they had not left willingly, according to police.

Nathan has blond curly hair, brown eyes and was wearing peach-coloured shorts and a striped blue hoodie when he was last seen.

His grandmother has red-brown hair and green eyes and was last seen wearing pyjamas. Alvin Liknes has grey-blond hair and was last seen wearing black sports shorts. He walks with a slight limp.

They are not considered suspects in the boy’s abduction, police say.

Estate sale customers asked to come forward

Calgary police are asking anyone who attended an estate sale that the grandparents held at their home on the weekend to come forward.

Kathy and Alvin Liknes haven't been seen since Sunday night when they had their grandson Nathan O'Brien stay over at their Calgary home. (Facebook)

“We would like to talk to anyone who has had contact with this family," said the Calgary police's Doug Andrus.

Investigators will be at the Parkhill Community Centre, located at 4013 Stanley Road S.W. on Thursday from 10 a.m. to 10 p.m. MT, to speak with anyone who attended the sale. Police are asking anyone who bought something to bring a photo of the item to help investigators catalogue what was purchased and what remains at the home.

"This way we can determine if anything is missing from the residence — in other words, if anything was taken, after the sale was completed," said Andrus.

The couple had recently bought a house in Edmonton and were selling some of their things before they made the move, said Andrus. From Edmonton, the couple had been planning on heading to Mexico.

Investigators concerned

"The longer it goes on the more concerned we are," said Andrus, who is with the homicide team.

Calgary police are asking anyone who attended a weekend estate sale put on by Alvin Liknes, above, and his wife Kathy, to speak with investigators. (Calgary Police Service)

"We don't know the motive behind this. Right now we have three individuals who have disappeared under suspicious circumstances. Now, we're making progress during the course of our investigation."

Andrus said they are reviewing CCTV video near the scene, but added there are no suspects yet.

The detective said he couldn't comment on the state of the inside of the house,

"I can tell you, though, that the forensic crime scenes unit did examine some marks on the side of the house and we're in the process of determining their relevance to the investigation," he said.

"There were marks on the side of the house that went for a distance along the side."

The Amber Alert is still active, said Andrus.

Anyone with information can call the Calgary Police Service at 403-266-1234 or Crime Stoppers at 1-800-222-8477.

Family, police hold off on reward

"We are exploring the strategy of offering a reward with the family," said Andrus.

Earlier it had been reported that the family was considering offering a large cash reward for information about the disappearance of the three. Calgary police Chief Rick Hanson, however, advised against it.

"I think it’s important to allow the police to do their job, let the resources be applied," he said.

Hanson said the promise of a reward could do more harm than good by promoting inaccurate information and distracting investigators.

A portrait of the O'Brien family from Rod O'Brien's Facebook page. Nathan, second from right, hugs his older brother. (Facebook)

Reporter notes from the press conference