Rumour had it that Bishop Thaddeus Ma Daqin had been taken to the Sheshan Seminary, the old church on the outskirts of Shanghai, where he trained to be a priest.
He is said to have so upset the government that it felt the need to remove him from public view.
When we visited the seminary, we found a quiet church set high up on a hill, and a sleepy priest training centre undergoing construction work in the valley below.
There was no sign of the missing bishop and no sign of any security officials.
Most priests, we were told, had left for their holidays.
But wherever he is, the newly appointed Catholic bishop certainly appears to have been silenced after seeming to challenge the authority of the state-run body that controls the church, the Chinese Patriotic Catholic Association (CPCA).
Bishop Ma announced his surprise resignation from the organisation during his ordination ceremony this weekend, here in Shanghai, in front of senior officials.
A close friend has told the BBC that Bishop Ma has now been forced to undertake "a period of reflection" in private, and one that might last for months.
"He has chosen belief over freedom" the friend said.
Some news reports say that Bishop Ma sent a text message to priests and nuns saying he was "mentally and physically exhausted" and needed to make a "personal retreat".
It seems an odd decision for a man who was ordained just three days ago and appeared full of enthusiasm for his new appointment at the time.
In his speech at the ceremony he told the 1,000-strong congregation that due to his new responsibilities he could no longer be a member of the CPCA.
That remark, which can be found at the six-and-a-half minute mark in a Youtube video drew loud applause.
But it also seemingly sent shock waves through the official hierarchy.
The CPCA has controlled China' s official Catholic Church since 1957.
It means the atheist state reserves the right to appoint its own bishops, a power of course that the Vatican strongly contests.
Chinese Catholics are estimated to number between 8 million and 12 million but are divided between the state sanctioned church and an "underground" church that rejects the role of the party and the state in its affairs.
Members of the underground church face surveillance and sometimes arrest.
But for a bishop who has risen to prominence in the official church as a senior member of the CPCA to seemingly turn on the organisation is very rare indeed.
And to do so in such a public way would therefore probably be seen as a direct challenge to the authority of the Chinese state to involve itself in church affairs.
Recently relations between the Vatican and the Chinese state were said to be thawing, at least a little.
Many Chinese bishops in fact now have the backing of both, although last week the CPCA pushed ahead with the ordination of one of its own in the face of strong objections from Rome.
Now the mysterious case of the missing Thaddeus Ma Daqin shows that the old tensions remain.