Top cops in New Zealand say the longer Wickford's Grace Millane is missing "the more concerning it is".

The 22-year-old travelled to Auckland two weeks ago but alarms bells rang when she failed to respond to birthday well-wishes from her family on Sunday.

Police have released an image showing the last confirmed sighting of her, taken at Auckland's Sky City entertainment complex, at 7.15pm on Saturday.

Det Insp Scott Beard, of Auckland City Police: "The police investigation is concentrating around her movements and activities in Auckland since she has arrived in New Zealand.

READ MORE: Brother of missing Grace: 'Disappearance is completely out of character'

"A large part of that focus has been around CCTV footage throughout Auckland.

"She had been staying at a backpackers in Auckland CBD and we are asking anybody who has been in contact with her to call the police."

Grace was last seen near to the city's popular Sky City.

At the time she was wearing a black dress with some white Converse shoes.

Det Insp Beard added: "We're dealing with her family on the other side of the world and they're distraught.

"The longer this goes on, the more concerning it is.

"At the moment, there is no evidence [of foul play] but we are keeping an open mind."

It remains unclear if Grace returned to her hostel after the CCTV picture was taken and the senior cop confirmed some of her belongings are still in her room, which she had been sharing with at least four other people.