Local television reports said that their car was seen driving through a checkpoint without stopping.
Azizuddin's last known contact was in Peshawar, the main city in northwest Pakistan, at 11am (0700GMT).
There is no record of him reaching the Khyber checkpoint. He therefore is likely to have disappeared before reaching the district.
The Khyber Pass links Pakistan and Afghanistan. The road between the two nations has been closed since the envoy went missing.
If Azizuddin has been kidnapped, he will become the highest ranking official to have been abducted in the tribal region.
Eight people from the Pakistan Atomic Energy Commission (PAEC) were also abducted on Tuesday in the northwest Dera Ismail Khan district.
Five of them were later released but two technicians and their driver remain missing.
The employees, who were carrying out a geological survey, were abducted by masked men.
The northwest mountainous area is known for criminal gangs who kidnap for ransom.
Already this month two Red Cross workers went missing in the region. They have not been heard of since.
Taliban commander held
Also on Monday, Mansour Dadullah, a senior Afghan Taliban commander, was captured in Pakistan's southwest, close to the Afghan border.
Four other fighters were caught in the battle in which Dadullah was injured.
|Dadullah was said to be attempting |
to enter Pakistan
He has been behind attacks on Nato and US-led forces in the southern Afghan province of Helmand.
Ahmed Zeidan, Al Jazeera's Islamabad bureau chief, reported Dadullah was seriously injured in the battle.
One military official claimed that Dadullah had died of his wounds while being flown to a hospital with the other injured men.
A military statement said Dadullah and his men were "trying to enter Pakistan" across the border.