Lt. Col. Manzoor Ahmad served as Musharraf's staff officer and as additional director of the Defence Housing Authority, The Express Tribune reported.
Musharraf, who ruled Pakistan for eight years after seizing power in 1999, has lived in exile since 2008.
Police officer Maroof Wahla said a case had been registered against "unidentified abductors" and no leads had been found so far.
Ahmad, who retired two years ago, was reportedly on his way to meet a colonel.
When his wife tried to contact him at around 2 p.m. Friday, she found that all his three mobile telephones were switched off.
Ahmad had reportedly complained that he was being tracked by suspicious people but he declined accept security guards.
Published 02 January 2011, 12:12 IST