Concerns are growing for missing backpacker Grace Millane who has not been seen since Saturday night in the New Zealand city of Auckland.

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

New Zealand police have now launched an investigation, which is focusing on her movements since arriving in the country.

Detectives have released an image believed to be the last-known sighting of the Wickford woman, from about 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.

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

"She had been stating 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.

Meanwhile, Grace's brother, Michael, has said it is completely out of character for her not to be in touch with her family.

He has told the Echo: "We last spoke to her on Thursday morning and from there, we hadn't heard from her.

"It was her birthday on Sunday so we thought she would have been in touch.

"On Monday, it was weird that we hadn't heard from her so [on Tuesday] we started to make enquiries down the right channels and realised the last time she was seen was on Saturday by one of her room mates in a hostel she was staying at."

Grace had gone travelling after graduating from the University of Lincoln with a degree in Advertising and Marketing.

She initially flew out to New Zealand as part of an organised group but was travelling alone at the time of her disappearance.

Michael added: "She just wanted to see the world after graduating from university. She was just sight-seeing and travelling around New Zealand.

"Last time we spoke to her she was in good spirits and was enjoying herself. She didn't mention any specific plans for this week.

"It's really out of character for her to go this long without letting us know she is OK.

"My father is flying out to New Zealand this afternoon to help with the search."

He added: "It's really tough - not nice at all. We all feel a bit helpless from over here. That's why my father is flying out there."