Fr. Lucio Bola, 46, returned to his home town of Balingasag in the strife-torn southern island of Mindanao for a Christmas vacation, but he failed to show up at a religious event on Dec. 31.
The mayor of Cagayan de Oro, Vicente Emano, said the priests family had asked for help.
Provincial police director Superintendent Lyndel Desquitado said they were conducting an investigation into the priests disappearance but they could not say if he had been kidnapped.
"We are now looking into groups who could have possibly been stalking him," Desquitado said, although he would not identify the groups.
Monsignor Elmer Abacahin, spokesman for the archdiocese of Cagayan de Oro, said they had been informed of Bolas disappearance and were also looking for the priest.