The four were last seen at about 3 p.m. Wednesday at Vermont Avenue and West 83rd Street, according to the California Highway Patrol.
Wyman Bryant, 4, Willow Bryant, 2, Tiffany Bryant, 39, and David James, 53, are believed to be traveling in a champagne-colored Buick Enclave SUV with paper plates.
LAPD says the family was discovered missing after the L.A. County Department of Children and Family Services visited their home and everyone was gone.
The California Highway Patrol initially issued an Endangered Missing Advisory on behalf of LAPD Friday morning.
Wyman was described as a 3-foot-5-inches tall, weighing 34 pounds with blonde hair and brown eyes.
His sister, Willow, was described as a 2-foot tall, weighing 20 pounds with blonde hair and blue eyes.
The children's mother, 39-year-old Tiffany Bryant, is described as being 5-foot 4-inches tall, 100 pounds, with blonde hair and brown eyes. She was last seen wearing white pants, a short-sleeve blouse and flip-flops.
James, 53, is described as weighing 170 pounds with gray hair and blue eyes. He was last seen wearing jeans, a navy blue button-up shirt and flip-flops.
City News Service contributed to this report.