Jesus was last seen at his home in northwest Houston, Texas on October 20, 2004. He was living with his mother, Rocio Alvarado, and his one-year-old sister at the time. Jesus's father, Rocio's husband Avelino Martinez, was estranged from the family and had moved in with a roommate, Pedro Vargas, in the Brampton Square Apartments in the 1300 block of Witte in Houston a few days before. He and Alvarado were having marital problems. A photograph and vital statistics for Avelino are posted below this case summary.

Vargas last saw Avelino, Jesus, and Alvarado together at 9:00 a.m. on October 20, 2004. Avelino asked to borrow his car to take their daughter to the doctor. They did visit the doctor and afterwards planned to buy clothes for the children. Later that day, Alvarado's relatives asked the police to check on her welfare, as they had not seen or heard from her since the previous evening. She wasn't at her apartment.

At 1:00 a.m. on October 21, Vargas summoned police to his apartment after he found Alvarado's body inside his apartment on his bed. She had been stabbed twice and strangled with a ligature; the bloody knife was left behind. She had been covered up with the blankets and Vargas thought she was only sleeping until her daughter began to cry and she did not wake up. Alvarado's daughter was unharmed, but there was no sign of Avelino or Jesus.

Investigators believe Avelino murdered his wife and abducted Jesus. A homicide warrant was issued for his arrest on October 21, 2004. There was a history of domestic violence between the couple in their ten-year relationship, and it is believed that some of Alvarado's four children, including Jesus, were not Avelino's biological children. Avelino is believed to have used Vargas's brown or beige 1993 Chevrolet Silverado extended cab pickup truck with Texas license plates numbered VS2-034 in his flight, but was found abandoned on October 30, on a private dirt road off Interstate 10 and Wilpitz Road near Brookshire, Texas, in Waller County.

Avelino and Jesus are believed to be in Nuevo Laredo, Mexico or in Laredo, Texas, where Avelino has relatives. Avelino is considered armed and dangerous and caution is advised when approaching him. Due to the nature of the charges against his father, Jesus may be in danger.