Salli Reeves, 39, and her sons Shaldon Morgan-Reeves, 5, and Ellian Chapman, 13, were seen at about 15:00 GMT in the Llanerch area of Llanelli on Friday.
Dyfed-Powys Police is asking anyone who has had contact with them or seen them to call 101.
Police are searching for a missing woman and her two children who were last seen in Carmarthenshire.