"I'm just going to find her, bring her home and bring whoever did this to justice," said Peterson's younger sister, Cassandra Cales.
Peterson, 23, was reported missing Oct. 29. The mother of two is the fourth wife of Bolingbrook Police Sgt. Drew Peterson, who has suggested she left him for another man.
Illinois State Police said the woman's disappearance is being investigated as a missing persons case and foul play is not suspected.
But Drew Peterson's third wife, Kathleen Savio, 40, was found dead in a bathtub in March 2004.
The death was ruled accidental by a coroner's jury, but the Will County State's Attorney's office has said it will re-examine the death in light of recent events.
"She told me she was afraid. She told me that he would kill her - it would look like an accident, but it wasn't," Savio's sister, Sue Doman, said on CBS News' The Early Show Monday. "'So make sure you take care of my kids. I'm afraid of him. I'm afraid of him,'" Doman quoted her sister as saying.
Doman told co-anchor Julie Chen she had misgivings about Drew Peterson when he was her brother-in-law.
"I could see that he always put on an act. He would be very nice and happy and always laugh, but we were always brought to the side (by Peterson), and he would always talk bad about my sister, how crazy she was," Doman said.
His disparagement of his third wife continued after her death, when Doman would visit her nephews.
"He asked me to come over and he would tell me about my sister, how bad she was, how crazy she was, and I asked him many a times, 'don't talk about her that way, I don't want to talk about her that way,'" Doman said.
Drew Peterson, 53, has claimed his wife suffered from "mood issues" since a sister died last year.
But Stacy Peterson's family has said she feared her husband, was making plans to divorce him and would not have willingly left her two small children.
"Never have, never will, never would of," said Cales.
"She told me Friday night she feared for her life," Cales said last week.
Texas EquuSearch, a organization that helps look for missing persons, said Monday it will help look for the 23-year-old Bolingbrook woman.
Volunteers searched forests near the couple's home over the weekend.
"I guess if it were my daughter, I'd want everybody in the world out there looking for her," Georgia Szkolny, of New Lennox, said Sunday. "I can't imagine what her family is going through."
On Friday, state police sent divers into a retention pond near the Peterson's home.