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Andrew Koenig

Andrew Koenig's family understands the importance of keeping hope alive, but they remain "very, very worried" about him.

"We're all kind of a mess as you might guess," Koenig's sister, Danielle, told E! News Tuesday when our cameras caught up with her outside CNN headquarters in Los Angeles, where she was interviewed for Larry King Live.

While Koenig, who was last seen by friends on Feb. 14, is said to have suffered from depression, Danielle said that the last time she saw her brother, he was "acting normal."

"I spoke to him briefly via email, maybe around the 5th or 6th of February,"
 she said. "And I saw him January 31st, for several hours.

"He was acting normal," she added. "But he's suffered from depression for many years. He didn't seem particularly depressed. We were there for a birthday and he seemed alright."

Danielle said that she doesn't know whether or not her brother gave his landlord 30 days' notice on his Venice, Calif., apartment—but that if he did indeed clear out, she hopes he was merely relocating.

"I hope that's what he was doing. I hope that was it," she said.

Authorities say that Koenig's trail went cold on Feb. 16, the last day he used his credit cards or cell phone. He had been booked on a flight from Vancouver to Los Angeles, but he never boarded the plane.

Vancouver police are still expressing hope that Koenig is alive, but none of the tips they've recieved have panned out.

"A good lead would lead to them finding him," Danielle said. "So I guess none of the leads have been fruitful yet. I certainly encourage anyone who thinks they've seen him to call the Vancouver Police Department and talk to Constable Ralla and Detective Payette and tell them what they know."

Her continued hope that Andrew is out there somewhere is why Danielle has been talking to the press in the first place.

"This is not comfortable being on camera like this," she told E!. "It's not something any of us want to do. But we really appreciate people caring. I read the Facebook stuff and everyone's been incredibly supportive. And that does help."

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Keep track of everything we know about the Andrew Koenig investigation right here.