Sayeed Zubair Ahmad said he worried for their welfare because of the situation in the war-torn state of Syria.
In an interview with ITV News in Pakistan, Mr Ahmad said that he is "worrying a lot about his wife and his cousins" who disappeared.
Mr Ahmad also says that he would put himself into danger to find his wife and their children, even if that meant going to Syria.
It is thought at least one of the 12 is now in Syria but it remains unclear where the others are at this moment.
Home Secretary Theresa May has urged Brits not to travel to fight in Iraq or Syria with militants.
Opening a counter-terrorism conference in London, she said: "In the past week we have heard separate and equally shocking media reports about dangerous radicalisation.
"Some of these cases have not been confirmed. But while I cannot comment in detail I do want to say this to the parents, siblings, faith leaders and community groups whose loved ones may be at risk: I want to work with you to stop this from happening."