The last person who saw her was her mother's boyfriend, Shawn Akins, who reportedly says the girl was going to her dad's house and then would spend the night at her friend's place.
Dunn never showed up at either location, according to CNN. Police also say that the friend didn't know Hailey was coming over.
People in her hometown of Colorado City, Texas – located 70 miles west of Abilene – are up in arms because an Amber Alert was never released.
Police tell the Abilene Reporter-News that their requests were denied because there was not enough information that Hailey was abducted.
Adkins has met with police and has not been named as a suspect, but there are conflicting reports about whether he took a polygraph test.
Hailey's mother, Billie Dunn, told KTAB news that her boyfriend did indeed take the test, but several other family members have said he refused.
Texas Rangers and Colorado City Police have searched the home Hailey shared with her mother, brother David Dunn, and Adkins, as well as the surrounding area for clues.
According to KTAB, bloodhounds tracked Hailey's trail to a motel near her home last week. Authorities have continued to search the town's wooded areas by horseback and foot.
There is a $25,000 reward is being offered for the girl's safe return.
Anyone with information regarding Hailey's whereabouts can call the Colorado City Police Department at 325-728-5294 or 325-728-3161.