On the morning of April 6, 1986, nine-year-old Anthonette Cayedito disappeared from her home in Gallup, New Mexico.
There was no confirmed sign of where she had gone.
No clear trail led investigators to her.
And despite decades of searches, reported sightings and unanswered questions, Anthonette has never been found.
A Girl Who Cared for Everyone Around Her
Anthonette was born on Christmas Day in 1976 and grew up in Gallup with her mother, Theresa “Penny” Cayedito, and her younger half-sisters, Wendy and Sadie.
Her family remembered her as unusually responsible for her age. She helped care for her sisters, took an interest in their well-being and was known for being dependable and caring. At school, she was an attentive fourth-grade student who performed well academically and enjoyed physical activities.
She also had a strong connection to her faith and attended weekly Bible studies.
To the people around her, Anthonette was still a little girl—but one who often seemed older than her years.
Then, one April morning, she disappeared.
The Morning Anthonette Was Gone
The night before Anthonette vanished, Penny had gone out with friends. Anthonette and her sisters remained at home with a babysitter until Penny returned around midnight.
Penny later told investigators that she last saw Anthonette around 3 a.m.
A few hours later, at approximately 7 a.m., Penny woke the girls for Bible school.
Anthonette wasn’t there.
Her belongings and clothing remained inside the home, and investigators found no obvious evidence of a struggle or forced entry at the front door. A three-day search followed, involving police, volunteers, vehicles, horses and motorcycles.
Search dogs were also brought in, but they could not establish a useful scent trail.
Then investigators learned that neighbors had reported seeing a brown van or truck near the Cayedito residence at approximately 3 a.m.—around the time Anthonette was believed to have been awake.
Police also discovered that several people had been coming and going from the home before the disappearance.
The circumstances led investigators to believe that Anthonette had likely been abducted and that foul play was involved.
The Call One Year Later
Exactly one year after Anthonette disappeared, something happened that briefly gave her family hope.
On April 12, 1987, the Gallup Police Department received a strange and emotional telephone call.
A young girl claimed to be Anthonette.
She said her name several times and told the person on the phone that she was in Albuquerque.
Then an adult voice suddenly shouted, “Who said you could use the phone?”
The girl screamed.
There appeared to be a struggle, and the call abruptly ended.
The conversation lasted only about 40 seconds and could not be traced.
But Anthonette’s mother believed the voice belonged to her daughter. Penny listened to the recording repeatedly and said she recognized not only the girl’s voice, but the way she pronounced her own surname and the sound of her scream.
For the family, the possibility that Anthonette might still be alive was impossible to ignore.
The recording was eventually broadcast publicly, generating additional tips and renewed attention to the disappearance.
The Story That Changed the Investigation
Years later, Anthonette’s younger sister Wendy gave investigators an account that raised even more questions.
Wendy said there had been another knock at the door during the early morning hours. According to her account, Anthonette answered after the person outside identified himself as “Uncle Joe.”
Wendy said two men then grabbed Anthonette and forced her into a brown van.
She did not see their faces clearly.
Her sister Sadie later said she was uncertain whether this second knock had actually occurred.
There was another complication.
In 1994, Penny gave the FBI an account that differed significantly from what she had originally told police. She said that she had told Anthonette to answer a knock at the door and later realized her daughter had not returned.
Penny also told federal investigators that she had been involved in planning Anthonette’s abduction with a man known as “Emo.” According to the source material, she said she knew someone was coming to take her daughter and acknowledged telling Anthonette to answer the door.
Despite those statements, Penny was never charged in connection with Anthonette’s disappearance. A former detective later said he believed Penny knew more about what happened than she had revealed, citing her failed polygraph and statements to investigators.
Years of Possible Sightings
Anthonette’s disappearance generated countless tips.
Some people claimed they had seen a girl resembling her in different parts of the country. Reports placed possible sightings in locations including San Antonio, El Paso, Missouri and Nevada.
One of the more unusual reports came from a restaurant waitress in Carson City in 1991.
According to the account, the waitress noticed a teenage girl who resembled Anthonette while she was eating with an unkempt couple. The girl repeatedly dropped her utensils and appeared to be trying to attract the waitress’s attention.
After the group left, the waitress discovered a napkin beneath the girl’s plate.
Written on it were two short messages:
“Help me.”
“Call the police.”
There was never enough evidence to establish that the girl was Anthonette.
Like so many other reported sightings, it remained only a possibility.
A Family Left Without Answers
Anthonette’s disappearance profoundly affected her family.
Her mother died in 1999 without the mystery being resolved. Years later, her sister Wendy spoke publicly about the devastating effect Anthonette’s disappearance had on the family and the ways they struggled to cope with the loss.
Wendy eventually rebuilt her life, but she never stopped thinking about her sister.
She has continued to hold onto hope that Anthonette might somehow still be alive, saying that she would need proof before accepting that her sister was dead.
In 2021, on the 35th anniversary of Anthonette’s disappearance, the FBI announced renewed efforts to locate her and appealed to the public for information.
The case remains open.
What Happened to Anthonette?
More than four decades have passed since Anthonette disappeared from that Gallup home.
There have been searches.
There have been recordings.
There have been alleged sightings.
There have been conflicting accounts from people close to the case.
But there has never been a confirmed answer.
Authorities have considered the possibility that Anthonette was abducted and that she may no longer be alive. Other theories have included homicide and human trafficking. None has been established as the definitive explanation for what happened to her.
Her sister Sadie later described the pain of living without knowing what happened, asking the question that has followed this case for decades:
Where did Anthonette go?
On April 6, 1986, she was nine years old.
Today, she remains officially missing.
And somewhere within the unanswered questions surrounding that early morning in Gallup may be the truth about what happened to her.
Anthonette Cayedito has never been found.