Around 80 people joined the search for a woman after they found a parachute, but no skydiver.
The missing skydiver has only been identified as a 26-year-old woman from Kansas.
She took her final jump on Sunday afternoon at 3.45pm as part of a skydiving school program in Cushing, Oklahoma.
Authorities said she is an experienced skydiver.
She had already jumped six times alone that day before she went missing.
Her parachute was found around five miles from Cimarron Correctional Facility.
The local sheriff said authorities have no explanation for the incident yet.
Around 80 people, including family members and nine agencies, underwent the search on Sunday night.
The search party is expected to grow to nearly 130 people by 10am Monday morning.
