"It's just horrible, really," Miss Walker said.
"We figured by now if anybody had found it wandering it should have turned up."
She said they had received a call about a goat found in Castlecliff, but it wasn't Gretel.
"You think it's just a goat, but it's more than that when you've raised them."
Miss Walker worried someone had stolen Gretel to eat.
She said the goat used to "bounce around" behind Jake when he was running outside, and one day they took Gretel to Riley's kindergarten for show and tell.
"I've been in shock for ages, You don't want to think about the possibilities."
She said two other goats in the area were stolen a couple of weeks ago, and another goat on Durie Hill.
"Whoever took her, I don't care. Just give her back. If she's still alive, we won't say anything."
The Walkers were animal lovers and had two cats, two dogs, a few sheep and three horses. "You feel it in the morning when she's not there," Miss Walker said.
Jake, who went to Westmere School, said: "It's just rude".
Anyone who knows where Gretel might be or who took her can email news@wanganuichronicle.co.nz, or phone (06) 349 0710 extension 50729.