Mr Zaidi's brothers fear he has been badly beaten
There have been scenes of uproar in the Iraqi parliament as MPs discussed whether to free a journalist who threw his shoes at the US president.
The scenes forced the speaker to suspend parliament until Thursday.
They came as two of the journalist's brothers said he had appeared before a judge but not in public.
Muntadar al-Zaidi had been expected to attend a court hearing, but officials told his family that the judge had visited him in his prison cell.
His brother Dargham, quoted by the Associated Press, alleged that he must have been severely beaten and officials feared his appearance could trigger public anger.
Another brother, Uday, said Mr Zaidi was being hidden away somewhere inside the heavily fortified Green Zone.
"We waited until 10 in the morning but Muntadar did not show up," he told al-Jazeera TV.
"Upon inquiring as to his whereabouts, we were told that the interrogating judge had gone to see him, something that contradicts the measures followed in all international laws in general."
Uday Zaidi urged Iraqis to continue street protests as his brother's whereabouts were still unknown.
Pakistani students protest in support of Muntadar al-Zaidi
They spilled over into the Iraqi parliament, where MPs gathered on Wednesday to discuss the withdrawal of all non-US troops from the country by June next year.
A group loyal to radical Shia cleric Moqtada Sadr interrupted the session, AP said, demanding a debate on the fate of Mr Zaidi.
Iraqi officials have denied that he was severely beaten after the incident at a Baghdad news conference, during which he hurled shoes at US President George W Bush.
"This is a goodbye kiss from the Iraqi people, dog," yelled Mr Zaidi as he threw the shoes.
Mr Zaidi has been remanded in custody while the judge investigates the case as part of complicated legal proceedings that could take months before a possible trial.
Thousands of Iraqis have held demonstrations calling for his release in the days since his arrest.
White House spokeswoman Dana Perino said on Tuesday that Mr Bush had no hard feelings about the incident.