John Worsnop, 48, a pounds 25,000-a-year middle manager at Barclays in Garforth, Leeds, is being hunted by fraud squad officers after pounds 800,000 was found to be missing.
His wife Susan urged him to return. 'I've no idea where John is or why he has gone,' she said. 'But no matter what trouble he thinks he is in, I urge him to call me.'
The couple, who live in a detached house in Burton Salmon, north Yorkshire, have a daughter. Mr Worsnop left home 12 days ago saying he was going to meet a client.
It is understood Mrs Worsnop has had a telephone call from her husband saying he will not return. A neighbour of the couple said: 'They seemed very happy together.' Barclays said Mr Worsnop had worked for the bank for 30 years. A spokesman added: 'Mr Worsnop had a reputation as a reliable manager.
'We have received a number of complaints from customers. We started looking into it and an internal investigation was begun.
'Unfortunately, Mr Worsnop has disappeared and we have no idea where he has gone. Customers will be fully compensated.'