Investigators served an arrest warrant on Friday morning for Patrick Frazee, the fiance of Kelsey Berreth, a Colorado woman who went missing the day after Thanksgiving, according to ABC News.

Berreth, 29, who has a baby with Frazee, hasn’t been seen in a month.

Police believe Berreth is no longer alive. She was last seen in the area of her home in Woodland Park, a city between Denver and Colorado Springs.

Sources say she did not live with Frazee as he lived with his mother on a farm.

Frazee, the father of Berreth’s one-year-old girl, was seen in handcuffs on Friday.

Sources have not said why Frazee was arrested but his legal representative, Jeremy Loew, said that his client “continues to co-operate with law enforcement”.

Earlier this month police offered a $25,000 ($A35,000) reward for information leading to the whereabouts of Berreth.

An anonymous donor provided the reward money to the Woodland Park Police Department, which is leading the search for Berreth who was last seen on surveillance video entering a Woodland Park grocery store on Nov. 22.

Her fiance, Patrick Frazee, told investigators the couple met that day so he could pick up their 1-year-old daughter.

Police Chief Miles J. De Young said in a statement that a search of Frazee’s 35-acre property was completed.

Prior to his arrest, Frazee was “a person of interest”. he was also the last known person to report seeing Berreth alive.

More to come.