Taylor Casey was last seen on June 19 around Paradise Island, a small resort enclave just off the shore of the island of New Providence, the Royal Bahamas Police Force said.
The organizers of the retreat asked Bahamian police to investigate, according to a statement from the Sivananda Ashram Yoga Retreat obtained by CNN on Tuesday.
The retreat learned of Casey's disappearance when she failed to attend morning classes, according to the statement. She was last seen late on the evening of June 19 and the "organization has also advised the US Embassy as well as Taylor Casey's family," the statement said.
A missing person flyer released by police did not provide details of the circumstances of her disappearance or say whether foul play is suspected.
Authorities said Wednesday that they found Casey's cellphone in the waters, but it's unclear the distance it was from the yoga retreat.
"We have conducted extensive investigation into the matter," Royal Bahamas Police Force Chief Superintendent Chrislyn Skippings said in a press conference Wednesday. "Our priority is to find Taylor and to find Taylor in good health."
Skippings said police have utilized drones, search-and-rescue dogs and divers in the investigation. They are also working with Casey's family, checking CCTV cameras and interviewing retreat attendees, Skippings said.
Casey's family is pleading with the public for help finding her and urging anyone with information to contact police in the Bahamas.
"We are deeply concerned for Taylor's safety and well-being," said Casey's mother, Colette Seymore, in a release posted on a Facebook page dedicated to locating Casey. "We love Taylor and want her home."
Taylor, who has been practicing yoga for 15 years, went to the yoga retreat "to fulfill a long-term goal of deepening her practice," the family said in the release.
Seymore found out her daughter was missing when she received a call from the retreat where Casey was training for her yoga certification, she said in an interview with ABC's Good Morning America Wednesday.
"A young lady called me and said, 'Have you heard from Taylor?'" Seymore said. "And then she said, 'Taylor hasn't showed up for yoga classes.'"
"A mother's intuition and answers I was getting just didn't correlate - just wasn't what I wanted to hear," Seymore told ABC.
Seymore earlier on Facebook said she fears Casey is in danger because her daughter was "eager to share her yoga retreat experience with others upon her return."
"Taylor would never disappear like this," the mother added.
Seymore told CNN she was headed to the Bahamas on Tuesday but provided no further comment. CNN has reached out to a family spokesperson for more information.
Casey's family described her as "a light-skinned Black woman, approximately 5 feet 10 inches tall and 145 pounds, with has brown hair and brown eyes."
The US State Department in January issued a Level 2 travel advisory for Americans traveling to the Bahamas, warning them to "exercise increased caution" due to crime.
The advisory notes the majority of crime occurs on the islands of Grand Bahama and New Providence. It adds that violent crime, including burglaries, armed robberies and sexual assaults, impact both tourist and non-tourist areas.
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