The last confirmed sighting of Samantha Kelly was on January 20, but it took another 15 days – the day of her youngest child's first birthday – for police to be notified.

Ms Kelly – mother to four children aged six, five, four and one – was living with the in-laws of her childrens' fathers in the Bendigo suburb of Kangaroo Flat.

Her brother, Michael Kelly, lives on the NSW coast and reported his younger sister missing to Bendigo police after his father, who lives in Tasmania, was contacted by Ms Kelly's mother-in-law.

Mr Kelly said he is disgusted the people Ms Kelly was living with did not report her disappearance.

"I am that angry and I've asked the question a dozen times, why did it take so long?" he said.

Mr Kelly took custody of his sister's children, who had been living with their mother, last Friday.

It is believed Ms Kelly's children have two different fathers, who are brothers and are the in-laws to people living in the Kangaroo Flat home.

One of the people Ms Kelly lived with, Peter Arthur, said other relatives did report her missing to police at Maryborough on February 4.

He conceded they should have gone to police sooner, but said they believed Ms Kelly would return home.

He said Ms Kelly had woken up his partner Christine Lyons at 3.30am on the January 23 and told her she had "had enough" and left.

"We don't know what she was thinking," he said.

Her father, Keith Kelly, in tears on the phone from Tasmania, said his daughter would never leave her children. He said her own mother had left her when she was just five.

"Sam said she would never ever do this to her children because she had been left," he said.

Homicide Squad detectives, who joined the investigation on Monday, maintained the last confirmed and independent sighting of Ms Kelly was at 3.20pm on January 20 at a Kangaroo Flat shopping precinct.

Detective Senior Sergeant Shane O'Connell said the only report to police they are aware of was the one made by Ms Kelly's brother last Thursday.

"We are speaking to a lot of people and gaining material from lots of people and at this stage we have a confirmed sighting on the 20th, which has been independently corroborated and we're looking for people to provide us with any information they can with any contact or sightings," he said.

Senior Sergeant O'Connell said police were gravely concerned for her safety and believe she has met with foul play.

"She has four young children, the youngest one has turned one recently and she has missed that first birthday, which is very unusual and out of character for her," he said.

He said Ms Kelly, a prolific Facebook user, had not touched her account since January 20. Online posts are a part of the investigation.

Her phone and bank accounts have also not been used. She does not own a car.

Senior Sergeant O'Connell said the delay in reporting her missing was noted.

"It's the early stages of our investigation and that is an aspect we are looking into and we haven't been able to ascertain at this stage why there has been such a delay," he said.

"The length of delay in reporting it inevitably does have an impact. It does have the potential to have an impact on our investigation."

Ms Kelly has a number of distinctive tattoos, including the names of her four children and butterflies.

Anyone with information can call Crime Stoppers on 1800 333 000.