Karina Bradnam, 29, was reported missing on Saturday evening.
She was last seen on Thursday wearing jeans and a T-shirt.
She has called her mum on Monday afternoon to say she was safe - much to the relief of worried friends and family.
However, it's understood she wouldn't say where she has been and police wanted to talk to her in person to confirm she was safe.
Makere Gibbons, a former host on the popular sports show The Crowd Goes Wild, followed up the police appeal with her own plea on social media to find her sister.
In a post shared to her Instagram page, Gibbons shared a photo of her sibling with the caption: "Instagram world, my sister is missing.
"Last seen in Tītahi Bay, Wellington, on Thursday. Please let me know if you have any information or call police.
"We are very worried."
Gibbons and Bradnam were both accomplished tennis players growing up in Wellington.
