The owners live on the border of the Bronx and Mount Vernon in Westchester County.
A neighbor says they saw the bird fly towards Mount Vernon.
An animal expert believes the bird would stay in a one mile radius of its home.
The owners believe someone may have seen the bird and taken it in.
Dusty's family is offering a $2,500 reward or they are also offering to buy whoever found Dusty, their own baby African Grey parrot.
If you have seen Dusty, please call Marie at 917-453-2865.