The sister of Academy Award-winning actress Jennifer Hudson is appealing for the safe return of her son, who went missing the same day the sisters' mother and brother were found dead.

Jeremy Walker, right, and Bobby Moore pray at a makeshift memorial at the South Side Chicago home belonging to the family of Jennifer Hudson. (David Banks/Associated Press)

Julian King, 7, disappeared Friday after Hudson's mother, Darnell Donerson, 57, and brother Jason Hudson, 29, were found shot dead in Donerson's South Side Chicago home.

"I don't care who you are, just let the baby go," Julia Hudson said Saturday from the podium of the Pleasant Gift Missionary Baptist Church. The boy's father, Greg King, was at her side.

"I just want my son. He don't deserve this."

She appealed to the public to help in the search for Julian, who she said also answers to the nicknames Juice Box and Dr. King.

Chicago police spokesman Daniel O'Brien said on Saturday afternoon that while the search could cross state lines, there was no evidence the boy had been taken out of Illinois.

Chicago police have asked the FBI to help with the hunt. Authorities are still questioning a suspect in custody.

William Balfour was arrested Friday but had not been charged, law enforcement sources told the Chicago Tribune and Chicago Sun-Times. An Amber Alert issued Friday said Balfour was a suspect in the double homicide.

Police spokeswoman Monique Bond said investigators were talking to "a number of people in custody" but did not divulge any more details.

Records from the Illinois Department of Corrections show Balfour, 27, is on parole and spent nearly seven years in prison for attempted murder, vehicular hijacking and possessing a stolen vehicle. Public records show one of Balfour's addresses as the home where Donerson and Jason Hudson were shot.

Balfour married Hudson's sister, Julia, in 2006 but they are separated. Julian is Balfour's stepson.

Balfour's mother says Donerson had ordered him to move out of the family's home last winter. She says she doubts her son is involved in the killings or the kidnapping.

Darnell Donerson, pictured here in 2007, was the mother of Jennifer Hudson, who visited her twice a month. (Brian Kersey/Associated Press)

"I didn't raise no murderer," Michele Balfour told the Chicago Tribune. "He was not a child abductor. They have the wrong person."

An autopsy Saturday showed Donerson and her son died of gunshot wounds, according to the Cook County medical examiner's office. Their deaths have been ruled homicides.

A relative found Donerson's body in her living room, law-enforcement officials said. The family member then notified police, who found Jason Hudson dead in a bedroom.

At least one of the victims suffered defensive wounds, said police, who described the shootings as domestic violence.

"It really saddens me because they were actually good people," neighbour Vanessa Stanton told CBS News.

CBS News reports Hudson — who won an Academy Award for best supporting actress in 2007 for her role in Dreamgirls — flew to Chicago late Friday night from Florida. Her publicist, Lisa Kasteler, said the family wanted privacy.

Julia Hudson, 31, said her sister was in Chicago on Saturday, a day after she called her in hysterics.

"Despite her being who she is, she is still my sister," Julia Hudson said. "She understood. She flew in right away, and we've been together since."

Hudson always credited her family for her success, and returned to Chicago twice a month to visit them.

Despite the singer's rising fortunes, the family insisted on remaining in their South Side Chicago home in what has been described as one of the toughest neighbourhoods in the city.

Jennifer Hudson flew to Chicago from Florida late Friday night to be with her family. (Jim Cooper/Associated Press)

The singer has credited her family, which includes older sister Julia, as keeping her grounded. Hudson's father died when she was a teenager.

"My faith in God and my family, they're very realistic and very normal, they're not into the whole limelight kind of thing, so when I go home to Chicago that's just another place that's home," she said.

"I stand in line with everybody else, or, when I go home to my mom I'm just Jennifer, [so she says], 'You get up and you take care of your own stuff.' And I love that; I don't like when people tell you everything you want to hear, I want to hear the truth, you know what I mean."

The tragedy comes as Hudson continues to soar to new heights in her career after becoming a finalist on American Idol in 2004. She finished seventh.

Her song Spotlight is No. 1 on Billboard's Hot R&B/Hip-Hop charts while her self-titled debut album is a chart-topper. She was also featured in this year's blockbuster Sex and the City movie and is currently on the big screen in The Secret Life of Bees.

Hudson recently announced her engagement to David Otunga, best known for his stint on VH1's reality show I Love New York.

She had been scheduled to appear Monday in Los Angeles to collect an ensemble cast honour at the Hollywood Awards for The Secret Life of Bees with co-stars including Alicia Keys, Queen Latifah and Dakota Fanning.

With files from the Associated Press