Divers were searching a retention pond Friday near the the home of a missing mother of two married to a Chicago police sergeant.

Police executed a search warrant Thursday and seized two vehicles from the Bolingbrook, Ill., home of Drew and Stacy Peterson in what is still being described as a missing persons case.

Stacy Peterson, 23, was reported missing Monday after her family grew concerned when they could not reach her. Drew Peterson, her husband, said he last spoke to her Sunday night.

"I believe she's with someone else, but I believe she's safe," Drew Peterson said. He said she told him she was leaving, taking some clothes and money from a safe in the couple's home.

Authorities reopened the investigation into the death of Drew Peterson's third wife after Stacy — his fourth wife — disappeared.

In 2004, Drew Peterson's third wife, Kathleen Savio, 40, was found dead in a bathtub, and a coroner ruled the death accidental. Prosecutors are reviewing the case.

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Drew Peterson said he would never harm his wife but Stacy Peterson’s family and friends disagree.

“I wanted to believe that she hopped a plane,” said Sherrie Mills, friend of Stacy Peterson. “But then when I found out the kids were still at home, no. I fear for the worst.”

Authorities seized several items during the search of the house, including two rifles. Peterson told FOX News he is not a hunter, but has a gun collection.

"He's saying she took off which is not her," Peterson's sister Cassandra Cales told FOX News. "She wouldn't leave those kids. That's what she told me Friday. I wanted to get her out of there — she said she was fearing for her life — she said she wasn't going to leave those kids."

"No criminal charges have been filed and no one has been taken into custody," said Will County state's attorney's office spokesman Charles Pelkie.

Authorities said they have found no indication of foul play and the case remained a missing person investigation.

Peterson, a 29-year police veteran and Bolingbrook police sergeant, said his wife has suffered from what he called "mood issues" since her sister's death from colon cancer last year.

"Ever since then, Stacy has been different," Peterson said Wednesday. "... She's been under the care of a psychiatrist" and is taking antidepressant medication.

Will County State's Attorney James Glasgow has started pulling and reading through old files from the Savio case, including police and coroner's reports, Pelkie has said.

Savio obtained an order of protection against Drew Peterson in 2002, alleging a pattern of physical abuse and threats, according to court records.

"In light of recent developments, he's reviewing this with an open and fresh mind ... to determine if further action will be warranted," Pelkie said, adding that Glasgow wasn't in office when Savio died and so hadn't been familiar with her case.

Peterson denied he had anything to do with his ex-wife's death or Stacy Peterson's disappearance.

"It bothers me," he said. "I've led an honorable life, and people are looking at me sideways. It hurts."

The couple celebrated their four-year wedding anniversary last month, Drew Peterson said. Hours before his wife called him Sunday night she had left their home to help another sister and that sister's boyfriend paint their home, he said.

She did not show up, prompting the family to try unsuccessfully to reach her on her cell phone, police said.

Peterson said he thought the couple had a good marriage, "but maybe she didn't," he said.

Stacy Peterson's family agreed she was depressed, but said it was because she believed her husband watched everything she did. They said she had asked for a divorce.

"She just wanted people to know she was unhappy, and she didn't like how she was being treated," said her aunt, Candace Aikin, 48, of El Monte, Calif. "In case she disappeared — if something bad happened to her."

Aikin said she talked to her niece every week and knows she did not have a boyfriend.

"She had a husband who was following her 24/7," she said.

Family members also said they didn't think Stacy Peterson would leave without her kids — Lacy, 2, and Anthony, 4.

"I know damn well she wouldn't go without them kids," said her uncle, Gary Cales, 68, of Hemet, Calif.

The Associated Press contributed to this report.