Local police are investigating the disappearance of a Georgia medical assistant who is supposed to get married on Saturday.

Jennifer Wilbanks (search) has not been seen since she went jogging in Duluth, Ga., Tuesday night, Gwinnett County police said.

Wilbanks, 32, described as 5-foot-8, 120 pounds, with brown hair and brown eyes, was last seen in the downtown Duluth area at 8:30 p.m. She was wearing a gray sweatshirt, blue sweatpants and blue New Balance running shoes.

Her fiancé, John Mason, said Wilbanks left the house with her MP3 player around 8:30 p.m. for her jog "in good spirits" and said she would return in about 40 minutes. Mason said that after an hour passed, he went looking for her on foot and then checked area hospitals. He called police two to three and-a-half hours after she left the house, he said.

Before she left, "she talked to her mom … about the different wedding stuff they had to get done for today,” Mason said Wednesday night during an interview on "On the Record With Greta Van Susteren."

Mason, who had just returned from a run himself, said Wilbanks prefers to run by herself, but “she doesn’t just go and run and hide.”

Earlier Wednesday in a phone interview, Mason told FOX News: "This is a very traumatizing time. It's hard to put into words. I'm exhausted, I can't eat, I'm just kind of here."

Mason said he does not think Wilbanks voluntarily left on her own, since there were no signs of discontent and all of her personal belongings, including her car and wallet, were still at their house.

"I don't feel like there's anything, anything terribly [wrong with her]," Mason said. "She may be hurt or she, I don't know, [I] just would like to have some answers. Looks like now we have none."

He added: "I feel like she's out there somewhere. ... I just don't know where to go."

Asked if he and Wilbanks had any major disagreements, Mason responded: "No, none whatsoever."

He said, "Oh, sure," when asked by FOX News if he would be willing to take a lie-detector test, if requested by the police.

"They've asked me all kinds of questions" about what went on the day Wilbanks disappeared, Mason said. When asked how he would describe Wilbanks, Mason said she was "fun-loving, great personality. She's tall, beautiful."

Mason said the area where Wilbanks usually went jogging was a fairly open, downtown area with well-lit sidewalks. Her normal route also included running near the local hospital. Mason did note, however, that 8:30 p.m. wasn't the normal time for his fiancée to go running; she normally ran first thing in the morning or immediately after work.

Police set up a grid in a one- to two-mile area Wednesday morning and Wilbanks' relatives and friends have been handing out fliers in the area.

"We called out a tracking dog. A tracking dog searched the area but didn't find anything so we felt like it may be best to start in the daylight where we can see better. So we have a search organized now with some of our officers and some family members to see if we can find out where she may be," said Maj. Don Woodruff of Duluth police.

Mason told FOX News that Wilbanks took Tuesday off from work to take care of last-minute wedding items and felt better about tying up some loose ends.

"Of course, my fear is that maybe something has happened to her because this is so uncharacteristic for this time in her life. This is such an exciting and happy time for her and she's been so excited," said bridesmaid Shelley Ray.

Mason also said Wilbanks was excited about getting married.

"She's been planning day and night since we got engaged" on Aug. 7, he said.

“We’ve had our bumps but it’s worked out real well [the wedding planning]. … It’s going to be beautiful.”

He added that Wilbanks' family treated him "like a son and a friend at the same time."

B.J. Bernstein, a former district attorney in Gwinnett County (search), told FOX News that the area Wilbanks disappeared from is a nice suburb of Atlanta.

"It's not the kind of neighborhood you would expect someone to suddenly disappear" from, she said. "This is just not the kind of area this kind of thing happens."

Criminal defense attorney Jennifer Keller said family members are usually the first to be questioned in these types of missing persons situations.

"Of course they're going to question the family members," she said. "Statistically, that's where most of the cases are solved."

But she cautioned against making any conclusions about Wilbanks' whereabouts too soon.

"We really don't know anything about this yet," such as Wilbanks' attitudes about her upcoming marriage, Keller said. "Obviously it sounds like foul play but there are times when everything points to foul play and there wasn't any, so we have to reserve judgment."

Anyone who thinks they may have seen Wilbanks is asked to call the Duluth Police Department (search) at 770-476-4151.

FOX News' Sharon Fain contributed to this report.