Adam Dugmore, 16, was reported missing after failing to arrive at his school in Birmingham this morning.
Officers from West Midlands Police say the teenager is struggling to come to terms with the death of his nine-year-old brother Aaron who took his own life in February, this year.
Aaron, whose family claim he was being bullied, died in hospital on February 12 after being found hanged at his home.
An inquest has yet to be held into the death.
West Midlands Police has previously said it is working closely with specialists from the health services, children's services and Birmingham's Safeguarding Children Board to fully investigate the circumstances of the schoolboy's death.
His mother, Kelly-Marie Dugmore, told ITV's Daybreak in February that Aaron was a "lovely, jolly and happy" boy who loved his family.
But Ms Dugmore and Aaron's stepfather, Paul Jones, said there had been a "drastic" change in the youngster in the run-up to his death.
Adam or anyone who knows where he is urged to call West Midlands Police immediately on 101. People who do not want to speak with police officers directly can contact the independent charity Missing People on 116 000.