Milly Dowler's sister knew instinctively that she had been abducted, the Old Bailey heard today.
Gemma told police that 13-year-old Milly would not have run away or got into a stranger's car nine years ago.
In a statement read to the court, Gemma, then 16, said she and her parents became alarmed when the schoolgirl failed to turn up from school.
She said: "I knew immediately that something bad had happened to Milly and that she had been abducted.
"There is no way she would ever have run away from home or gone off with someone without telling us."
She added: "I do not think Milly would have got into a stranger's car or gone off with a stranger unless he told her something really convincing.
"She may have got into a car with someone she knew or trusted."
Gemma said she and Milly had been close. Milly had been sleeping in her bedroom for the past three months after they watched a scary film.
Gemma said: "We would go to bed at the same time and lie in the room chatting about our day.
"Milly and I didn't have any secrets and she would tell me about boys at school she fancied."
Gemma, who is now 25, sat holding hands with her father Bob as the statement was read. Her mother Sally was not at court.
Mrs Dowler collapsed in tears yesterday as she gave evidence. Earlier this week, Mr Dowler also wept as he told the jury about events at the time.
Levi Bellfield, 43, denies abducting and murdering Milly and attempting to kidnap Rachel Cowles, aged 11, in March 2002.
Milly disappeared "in the blink of an eye" after leaving Walton-on-Thames station in Surrey and beginning her walk home along Station Avenue.
The prosecution says Bellfield was living yards away and murdered Milly in his flat before dumping the body.
Her remains were found six months later in woods 25 miles away.
The former wheelclamper and bouncer was convicted in 2008 of murdering Marsha McDonnell, 19, Amelie Delagrange, 22, and attempting to murder Kate Sheedy, 18.
In another statement taken after Milly vanished, Milly's friend Jacqueline Pignolly, 14, said Milly was "close to her family but has never spoken of any problems".
She described how they took the train together after school but Milly said she would be getting off a stop early to get chips.
She said: "Milly gave me a hug and said she would see me tomorrow. This was the last time I saw Milly.
"She was wearing her silver necklace with an angel attached. She had been fiddling with it in the French lesson."
Milly had ragged Jacqueline when she said she would stay on the train, saying: "Great, who am I going to walk home with now?"
Milly's schoolfriend Danielle Sykes said that on the train, she had asked Milly if she wanted to have chips with her.
Miss Sykes said: "She said 'No, I had better not'. I jokingly said 'Oh fine then' and she said 'Oh no, actually I will come'."
In the station cafe, Milly phoned her father and the girls chatted. "She was still cracking jokes and being her usual self," said Miss Sykes.
Milly had been happy at home and there was no reason to think she had run away.
She said: "We became really close. We confided in each other. We shared secrets.
"She was one of the funniest people I had ever met. She was always trying to make people laugh and smile."
Miss Sykes, 23, said Milly was very fond of her parents. "She absolutely adored them."
The trial was adjourned to tomorrow.