Le, 24, was last seen on Tuesday morning.
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A surveillance photo shows her entering 10 Amistad St. in New Haven, where she frequently does lab work but there is no record of what happened after that.
Digital billboards with Le's picture have been placed along Interstate 91 from Hartford to New Haven.
On Thursday afternoon, FBI agents searched her apartment, the Yale Daily News reports, Dressed in yellow jumpsuits, blue gloves and face masks, they also picked through the garbage behind the Amistad Street facility, but still her disappearance remains a mystery.
Le had been working in her lab at the Sterling Hall of Medicine on Tuesday morning, University Vice President and Secretary Linda Lorimer, told the Yale Daily News, and left at some point that morning to walk the three blocks to the Amistad Street facility.
She had her Yale ID and swiped into the building at about 10 a.m., the Daily News reports.
But she left behind her purse, which included her cell phone, credit cards and money back in the Sterling Hall office and she has not been heard from since.
The Daily News reports a fire alarm at 1 p.m. in the Amistad facility but no one has been able to confirm that she left the building.
A friend of the California native said Le had been planning the wedding for a year now and was overjoyed, so there's no reason for her to walk away.
Now, instead of helping with last minute wedding details, her fiance is up from New York, where he is a student, to see if he can help find her, a school spokesperson said.
The Daily News, citing Le’s Facebook page, reports that she is a 2007 graduate of the University of Rochester who is studying for a Ph.D. in pharmacology and molecular medicine.
Yale and state police and the FBI are investigating and have brought in bloodhounds, according to a message sent to Yale faculty, staff and students. A poster distributed by the Yale Police says Le does not have access to a vehicle and has no apparent medical issues.
They are searching the surrounding area and reviewing images from closed-circuit cameras.
Lorimer told the Daily News that school officials are looking at tapes of every entrance and exit from the building.
"The building was evacuated, but they say they could not see on the security cam footage whether she exited at that time or anytime after that," Bharat Ayyer, of the Yale Daily News, said.
Lorimer also told the Daily News that there is not a worry that Le's fiance is involved in her disappearance.
Le is 4’11”, with brown shoulder-length hair and brown eyes. She weighs 90 pounds.
When she entered the building, Le was seen on a security camera wearing a knee-length brown skirt, bright green short-sleeved t-shirt, brown shoes and a brown necklace.
Anyone with information on her whereabouts is asked to call the Yale Police Department at 203-432-4400.