The Royal Barbados Police Force said it was looking for public support to find Oscar Suarez, 32, and Magdalena Devil, 25, both of whom were in life jackets when they were last seen.
Suarez and Devil rented the jet ski at 14:34 at a local company in Holetown Beach, Barbados. Monday, the police said. When they did not return 20 minutes later, the operator became worried and contacted other operators in the area to search for them, the police said.
The Police Marine Unit and the Barbados Coast Guard searched for the Bridgetown Port, but found neither the couple nor the jet ski, the police said. The authorities also inquired about the direction of Discovery Bay Hotel where Suarez and Devil lived, but both had not returned.
They arrived in the country on June 22nd and are due to leave on Saturday.
"Everyone is very nervous, but we are all trying to hope that we are all in prayer that he will be found, they will both be found alive and well," she said.
A US State Department official told CNN that he was aware of reports of missing citizens.