The 2-year-old white female Maltese, named after King's signature guitar, disappeared about 10 days ago in West Hollywood while she was under the care of his co-manager, Matthew Lieberman.
"We're not sure how she got out of the yard, perhaps a gate was ajar," Lieberman said in a statement Monday.
Canvassing nearby animal shelters and putting up some 500 signs failed to turn up any trace of Lucille so the 80-year-old musician decided to offer a signed guitar as a reward.
This past weekend, King said he was surprised to hear reports that he is embarking on his last tour.
"The people are printing these things and they didn't get permission to do it and no one asked me," the Mississippi native told The Associated Press during a recent phone interview from his hotel room in Ithaca, New York.
According to a recent press release from Jerry Digney, King's publicist, the blues singer would be embarking on an international "Farewell Tour" in March, part of a domestic tour kicking off in Chicago on Feb. 16.
The release prompted confusion that this tour may be King's last altogether.
"Both could be true but I didn't say it and nobody asked me. I'm hoping it's not true," King said. "Someone just told me that they saw it on, I believe, CNN ... And I said 'God, I hope it ain't.'"
Jerry Brown, also a King publicist, said the "Farewell Tour" does not mean this is a last chance to see the singer perform.
"This is probably the last all-in-one encompassing worldwide tour and when its over there will be some one-off dates but B.B. will tour North America for the most part," Brown said.
Those one-off dates could include shows overseas, he said.
At age 80, King believes touring has extended his life span.
"I got a chance to ride today on a very nice bus and from my window I can see how beautiful this country is and how nice it is to be alive and that to me is like extra vitamins," he said.
The native of Indianola, Miss., has toured every year for 60 years, according to Digney.
When King first began traveling from Indianola to Memphis he said the 100-mile trip seemed to take forever. He said that feeling was magnified many times over when he began traveling to Europe.
"The first time it looked like we'd never get there," King said.
During his many tours, including those to Europe, King said he has made friendships that he enjoys renewing each return trip.
With a total of 13 Grammy Awards and a potential 14th one on the way for his nominated album "B.B. King & Friends — 80," featuring Eric Clapton, Elton John and John Mayer, King said the need to tour isn't there, but he likes it.
"The way I feel today, as long as my health is good and I can handle myself well and people still come to my concerts, still buy my CDs, I'll keep playing until I feel like I can't," the blues legend added.
With his current performances all nearly or completely sold out, King says he knows his fans are still out there.
While on tour King listens to his favorite recorded music. His musical tastes stretch beyond the blues, with gospel and classical artists also earning a spot on the bluesman's MP3 player. Among the artists he is currently enjoying: Ray Charles, Bobby Bland and The Dixie Hummingbirds.
While King does prefer older music, he stays up on current artists who are hitting the scene.
"I am happy to see them. It's their time in life. It's time for them to make history for themselves. I'm proud of them," King said.
If he could tell those artists one thing, King said the most important lesson he has learned in his epic career is not to do drugs or drink too much alcohol.
"I'd beg them," King said. "Get high off of what they do: music, performing arts."
King said he has seen so many artists fall victim to addictions.
"It is sad and a great loss to a lot of us," he said. "We still have some of the music to go on, but to me I'd like to see them get old."