URSHAN Singh's parents are at St Kilda Rd police complex giving a statement to detectives in the wake of the toddler's death that has shocked the nation and their native India.

The three-year-old boy's mother, Harpreet Kaur Channa, and father Harjit Singh, left their house in Lalor about 2.40pm.

They are currently giving statements to police investigating the mystery death of their son.

This morning, members of Gurshan's extended family said nobody had been allowed to see or identify the body.

Gurshan Singh wanted to walk with his dad to the local library - and had been screaming because he couldn't go, Sim Kaur said.

When his mother later realised he was missing, it was first thought he'd managed to get out of the house and tried to follow his father.

Six hours later his body was found by a local council worker in long grass by the side of a road on a dead-end street, 30km from where he was last seen at a relative's home in Lalor, at 1.10pm (AEDT).

An autopsy of three-year-old Gurshan Singh has not determined the cause of death, with police pleading for witnesses to come forward, the Herald Sun reports.

Homicide detectives are leading the investigation, which is officially classified as suspicious.

The boy had been screaming because his father had gone to the library without him, says one of the family's housemates, Sim Kaur.

"He stopped shouting and I thought, what happened?'' Ms Kaur, 24, told reporters at the home in David St, Lalor.

She said his father had left for the library with another housemate. The family would regularly go to the library - a quick one-minute walk - so they first thought the little boy had tried to follow the father, she said.

The boy's mother, Harpreet Kaur Channa, who is studying in Melbourne after arriving in Australia six weeks ago, had been in the shower when the boy vanished.

When the family realised the boy wasn't at the library, a cousin alerted police to his disappearance around 1.10pm (AEDT) yesterday.

Victoria Police Detective Inspector Steve Clark said the body had no obvious signs of injuries and an autopsy had not revealed how he died.

"There has been an autopsy conducted and as I say a range of forensic testing needs to be carried out," he said.

Det-Insp Clark refused to say whether any suspects had been identified, however he revealed Gurshan and his mother were not alone at the time of the disappearance.

"There were a couple of people at home at the time," he said.

Det Insp Clark said police had "spoken to a range of witnesses overnight."

As police work to find the boy's killer, the Indian Consul-General and members of the local Indian community have gathered to offer support to the family of the murdered toddler.

The boy's parents are now staying with a cousin in nearby Thomastown.

Prime Minister Kevin Rudd, Deputy Commissioner Sir Ken Jones and Premier John Brumby have all urged the public not to speculate on the case.

"I think it's very important that no one jumps to conclusions,'' Mr Brumby said.

Sir Ken said the investigation could be damaged by such public speculation.

"It's very important that those who may or may not become suspects - that we're able to interview them without them having read speculative theories,'' he said.