Whittlesey boarded the SS Toloa for a voyage from New York to Havana, Cuba on November 26, 1921. The ship was owned by United Fruit Company and took passengers on commericial voyages. Whittlesey ate dinner with the captain that evening. He appeared to be in good spirits at the time. He left the smoking room at 11:15 p.m., saying he was going to bed. He has never been heard from again.

Whittlesey was reported missing at 8:00 a.m. the next day. He left behind nine letters addressed to his family and friends, and a note for the captain saying what to do with his luggage. Prior to his voyage, he had put his affairs in order at home, wrote a will leaving all his property to his mother, and paid a month's rent in advance. He apparently committed suicide by jumping overboard, but no one saw him go over and his body was not recovered. None of the letters he wrote revealed the motive for his actions.

Whittlesey was born in Wisconsin and moved to Massachusetts as a child. He graduated Williams College in 1905 and earned a law degree from Harvard University in 1908. In 1917, a month after the United States entered World War I, he left his law practice and enlisted in the Army, where he attained the rank of major. He had a very distinguished service record and was awarded a Congressional Medal of Honor for valor. After the war, he returned to law practice and was frequently asked to give talks about his war experiences. He never married.

Due to the passage of time, Whittlesey's disappearance is no longer being investigated. He was never located, however.