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The family of a missing Chicago woman who vanished while on a yoga retreat last week in the Bahamas is pleading for her safe return to the US.

Taylor Casey, 41, was last seen on 19 June near Paradise Island, near the Bahamian capital of Nassau.

The Royal Bahamas Police Force is searching for the missing woman and has met with her family members who travelled there this week.

In January, the US State Department issued a for the Bahamas, citing violent crime and sexual assaults.

In an interview with CBS, the ´óÏó´«Ã½'s US partner, Ms Casey's mother, Colette Seymore, said she learned something was wrong when the retreat's organisers called last week to ask if she had heard from her.

Ms Seymore said she last exchanged messages with Ms Casey on 18 June - the day before she was last seen.

"Taylor had sent me pictures...in the Atlantic Ocean, saying 'I miss you mom. I miss you. Look, I'm at the beach'."

The group that organised the retreat, Sivananda Ashram Yoga Retreat Bahamas, told CBS they contacted her family and the US embassy after she did not appear for a morning class on 20 June.

She had been seen at the resort the previous evening.

On Facebook, the retreat organisers urged anyone with information to contact police and said they are working with local authorities in the investigation.

"What we're hearing does not sound like Taylor, and we need more information," Ms Casey's friend, Emily Williams, told CBS.

Police in the Bahamas met with family members on Wednesday.

On 26 January, the US State Department issued a travel warning for the Bahamas, noting that "violent crime, such as burglaries, armed robberies, and sexual assaults, occur in both tourist and non-tourist areas".

"Be vigilant when staying at short-term vacation rental properties where private security companies do not have a presence," the warning added.