Marc Thompson said the "hardest thing is not knowing" where his twin brother Ben is.
The 34-year-old from Haverfordwest has been missing since Saturday, after he watched Wales' Six Nations game at the Millennium Stadium.
He told our Correspondent Carole Green that this would be "very out of character" for him not to contact his family.
More top news
A bitterly cold night to come with a widespread frost for much of Wales.
Daniel Ivins takes photographs while out and about in his work as a dam safety inspector.
Talks between Welsh and Scottish ministers with the UK Government have ended without agreement despite a concession from London