They were last seen at Bice Oval in Christies Beach when they were dropped off for football training at 6pm on Wednesday.
Police said they had concerns for the children’s welfare.
Paul Daly of Christies Beach Football Club said a carer at the club saw the trio run from the oval and at that point called police to report it.
Family and friends searched the area extensively but the children could not be found.
It was believed they intended to go to their father’s house in Hackham West, about 4km east of Bice Oval. Police said they could not say if officers had spoken with him. Mr Daly said there was no suggestion the safety of other club players was at risk.
Ethan and Jayden play for the Christies Beach Tigers under-12 football team.
Just before 3pm yesterday, police issued a public appeal for information on the missing siblings and released photos of them – 21 hours after their disappearance. Police were following up with family and friends in the southern suburbs and sought public assistance to find the children.
Friends of the siblings at the football club said they were shocked by the trio’s disappearance.
“It’s crazy just to hear that’s happening around this area,” one said. Another said: “I’m a bit worried and hopefully they come back.”
A police Facebook post about the missing trio had been shared almost 13,500 times by 7pm last night.
Anyone who sees the children or knows their whereabouts is asked to call the Police Assistance Line immediately on 131 444.