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
The winds have eased already, but we'll see wintry flurries over the mountains and icy patches on the roads!
The Valleys is home to some of Wales' most successful entertainers and personalities.
The South Wales Valleys once produced coal, but now they're producing wind energy - with the biggest onshore windfarm in England and Wales.