UPDATED 5.00PM Auckland Police say they're keeping an open mind as to where a Chinese tourist could be, and why she didn’t return to her tour group.

42 year old Ling Fang Mai hasn't been seen since leaving her Parnell hotel for a walk last Wednesday night - the day she arrived in the country.

She didn't join her tour group for their flight to Australia on Friday night.

But family members of Ms Mai have told Police she phoned them overnight to say she's ok.

Detective Inspector Aaron Pascoe said Police believe she's in the country, but they're still concerned for her and want to speak to her in person.