Te Anihana Beau Pomana, 25, was last seen exiting SkyCity about 5.06am on August 21, leaving all her belongings at the hotel.
Her family said they were "very concerned" for Miss Pomana’s safety after a recent decline in her mental health.
Detective Senior Sergeant Martin Friend said police had "grave concerns" for Miss Pomana’s welfare.
"She may be acting erratically and it is not known whether she has access to a cellphone."
She checked into the hotel on August 18 and has no known associates in central Auckland.
Her sister, Tegan Anderson, said Miss Pomana had been in Auckland for about four months after finishing a job in Wellington at the Ministry of Justice.
"We haven’t had huge contact with her over the last couple of years.
"She’s sort of distanced herself gradually towards the end of her being in Wellington."
Other family members had said they were worried about Miss Pomana’s mental health.
"She didn’t move up to Auckland with a permanent place.
"She sort of showed up at some family she had never met before and she’s been off and on with people losing track of her, and no contact."
Miss Pomana is originally from Dunedin, and could be anywhere between here and Auckland, Ms Anderson said.
So far, there had been no concrete sightings since August 21.
"She’s been just really unwell, really poor decision-making, and we really just want to find her."
Her sister described Miss Pomana as a "driven, well-presented, well-educated" young woman.
She had recently begun studying for her master’s degree in indigenous studies.
"Normally she’s happy, friendly, helps anyone out, and always has a big smile on her face."
Until recently, Miss Pomana had lived a very "professional life" and had a serious career path.
The family urged anyone who had seen her to call 111 immediately.
Police said if anyone recalled seeing Miss Pomana, or had any interaction with her before or after August 21, they should get in touch via 105, reference number 250822/6281.
