Police in Colorado searching for a missing pregnant mom and her two young daughters say they are considered endangered.

Shanann Watts, who is 15 weeks pregnant, went missing Monday along with her 4- and 3-year-old daughters, Bella and Celeste, from their Frederick home, NBC News reported.

The missing mom’s friend dropped her off around 2 a.m. following a business trip and watched her go inside the residence, according to local station KDVR.

She notified police about her disappearance after she didn’t answer calls and missed a doctor’s appointment, the news station reported.

Watt’s husband, Chris, reportedly returned home around 1:40 p.m. to find they weren’t there, even though the car was in the driveway.

“I texted her a few times, called her, but I didn’t get a response,” Chris Watts said. “That was a little off.”

He said that his heart has been “racing a mile a minute” since his wife and daughters vanished.

“It’s not something I could ever, ever fathom would happen in my lifetime, and I have no inclination of where she is,” the husband told KDVR. “She said she was going to a friend’s house with the kids and that’s the last thing I heard, and that was it. It was very vague.”

The FBI and Colorado Bureau of Investigation have joined the effort to locate the missing trio.

Anyone with information is asked to call police at 303-652-4222.