Jesse Camp, who misses MTV's first Wanna Be a VJ contest in the 1990s, confirms PEOPLE.
Camp, 38, was reported missing by his sister Marisha Camp on July 19, Officer Ryan Railsback of the Riverside Police Department told People
"She had had contact with someone who had told her that she was ahead from time to time for a week in Riverside and traveling to Inland Empire and Riverside, "says Railsback.
Riverside, California, is about 54 miles west of Los Angeles.
While he said police see "nothing suspicious" about his disappearance, he added, Marisha called police after she said that her brother "may have been depressed lately".
Marisha did not immediately respond to PEOPLE's request for comment. She shared an Instagram story post entitled "SOS" four days ago and asked someone who had heard from her brother to contact her.
"If anyone has heard or seen of my brother since Saturday, please, please, ask him or her to call home !! Thanks !!!!", she wrote.
She went on to share his Instagram story with a photo of him next to Meryl Streep.
"I can not thank all those who have stretched out their care and support after my brother Jesse went to MIA. He really has the most beautiful friends from all walks of life, and he is so beloved …" Marisha wrote.
"Thank you for your contributions and tweets … (B & W picture of the incredible @terrymatlin, who was such a good friend …)," she continued. "Jesse was last seen in California last week, but has not reached us yet What he needs more than anything else is kindness and love … please hold him in your prayers, if you see him, please let him know that many, many people are interested … (He does not have to be the subject of tabloid journalism, to make things worse.) "
" (I quote @terrymatlin here …) Jesse has always tried others Bringing people to light, so we bring it to him! "
Will be a VJ which aired for the first time on MTV in 1998 and ran until 2000.  The contest tested applicants' knowledge of music and judged their personality on screen to determine who would be the best Veejay for MTV.
viewers were allowed to vote for nominees, with the winner offering a one-year contract as Veejay for Total Request Live and $ 25,000
The show was hosted by Carson Daly, Camp unexpectedly won the show over runner-up Dave Holmes
Blast was the first to report the news that the Veejay was missing.