Anna Mikhalchuk, who is married to an outspoken Kremlin critic, went out Friday afternoon telling her husband she planned to run errands but has not been seen since.
"The woman, who is considered reliable, left her home near Lietzen Lake Friday around 3:30 pm (1430 GMT)," the police said in a statement.
"Since then there has been no sign of her," the police said, adding that Mikhalchuk speaks fluent English but only broken German.
Mikhalchuk, 52, is married to philosopher Michail Ryklin, who wrote a letter to the police Saturday saying that he had received several anonymous threats in the past, Berlin daily Der Tagesspiegel reported.
"A politically motivated or anti-Semitic crime cannot be ruled out," Ryklin wrote in excerpts from the letter quoted by Der Tagesspiegel. The couple is Jewish.
Mikhalchuk, who is also known as Anna Alchuk, was acquitted in March 2005 on charges of inflaming religious hatred stemming from a controversial art exhibition featuring works such as a naked woman nailed to a cross.
Two associates - the director of the Moscow museum where the exhibition was shown and an employee at the institution - were convicted and each fined 100,000 rubles ($4,300).
Human Rights Watch said the verdicts highlighted "a climate of growing intolerance for freedom of expression in Russia."
Ryklin, 60, is the former research director of the Russian Academy of Sciences in Moscow and is currently a guest professor for Slavic studies at Berlin's Humboldt University.
He has frequently accused the Russian government of muzzling political opponents and curtailing civil rights.