Calgary police say they have received no significant leads in the disappearance of a five-year-old boy and his grandparents and are continuing to appeal to the public for any information that might help in locating the boy.

An Amber Alert remains in effect for Nathan O'Brien after his mother arrived to pick him up at his grandparents' home and discovered the child and the couple had vanished.

O'Brien has blond curly hair and was wearing peach-coloured shorts and a striped blue hoodie. Police say he has brown eyes.

According to the Amber Alert issued Monday afternoon, he has been abducted. Nathan was last seen in the area of Macleod Trail, a major road in southwest Calgary.

The boy's grandfather, 66-year-old Alvin Liknes, has grey-blond hair and was last seen wearing black sports shorts. He walks with a slight limp. His wife, 53-year-old Kathy Liknes, has red-brown hair and green eyes and was last seen wearing pyjamas. Both are considered missing.

Estate sale on weekend

Nathan's grandparents held an estate sale at this home this past weekend, police say. (CBC)

On Tuesday, police said they had no "significant leads" about the whereabouts of the missing boy and his grandparents.

"Investigators are working through the numerous calls from the public generated from the Amber Alert," said Duty Insp. Keith Cain.

Forensic investigators in paper coveralls were in and out of the grandparents' house late Monday night, and police were at the home on Tuesday looking for clues that would explain the disappearance.

"Officers have also conducted neighbourhood inquiries, a grid search of the vicinity and interviewed numerous family members and associates of the family," he said.

"It has been determined that the family held an estate sale at their address over the weekend. Although it is too early to determine if this is any way related to their disappearance, police would like to hear from anyone who attended the sale."

The grandparents are not considered suspects, he said.

"We have a big mystery on our hands right now. We don't know where these people are. We are still very optimistic that they are alive, and we are doing everything we can to locate them, but we need the help of the public."

Sleepover at grandparents

Nathan was last seen wearing peach-coloured shorts and a striped blue hoodie, say police. (Calgary Police Service)

The boy and his parents are from Calgary. Nathan's mother left him at his grandparents' house in the southwest Calgary community of Parkhill at 10 p.m. MT Sunday for a sleepover after spending the day with them.

She returned to the home at 10 a.m. Monday, but no one was there.

“Evidence found at the residence suggests the disappearance of all three family members may be suspicious," said Calgary Police Service spokesman Kevin Brookwell on Monday.

"The home wasn't in the condition it would typically be left in, and there's some indication the occupants did not leave under their own volition."

All of the family's vehicles are accounted for, he said.

Neighbours who are concerned about the missing family said Tuesday that the couple held the estate sale over the weekend because they planned to move.

Longtime neighbour Matt Dawe said he saw Alvin Liknes at the park on Sunday at around lunchtime playing with his grandson.

"They had an estate sale over the weekend. That seemed to go quite well. There were people coming and going, and they had some friends and family around," Dawe said. "They were a very close family. I think most of the family lived around Calgary, and we'd never spotted anything strange or anything unusual."

Peter Walton said his grandchildren played with Nathan at the park on Sunday.

"He was swinging on the swings with my son and my grandchildren and just really a joiner and very outgoing and gregarious."

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