She said the bike was there at the weekend, but it was gone by Tuesday.
"I'm flummoxed and quite upset," she said.
"She was buried in England so it's not like we have a cemetery or a grave to go to and reflect. It's our memorial for her, and a reminder to other cyclists and road users that someone died there."
Calls to the council and Auckland Transport revealed they had not removed the bike.
Mrs O'Keefe said it had probably been stolen, but hoped it had been taken as a joke resulting from the way it was decorated for the Rugby World Cup.
"She was English and she loved her rugby. She had tickets to all their World Cup games and this would have just been the most amazing time for her.
"Last week we took the flowers off the bike and put red ribbons on it - for England. We'd put flags on it but someone stole them. So maybe someone doesn't understand what the bike is there for and has taken it as a joke. They probably think it's really funny."
Mrs O'Keefe did not blame the person who took it if that was the case, but still wanted the ghost bike back as it had huge sentimental value.
She got married in May and Miss Bishop was to be her bridesmaid. On the day of the wedding, which was in Britain, a friend in Auckland put flowers at the bike so Miss Bishop was still part of the celebrations.