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Feng was last seen at her home on 52nd Avenue in the New York City borough of Queens on July 19, 2002. When her adult daughter, Jena Liang, came home, she found bloodstains on the floor, on the ceiling and on a vase, as well as evidence that someone had tried to clean up. There were no signs of forced entry. Feng was nowhere to be found; she has never been heard from again.
Liang believes her stepfather, Roger Hui, was involved in Feng's disappearance. Feng and her husband were in the process of what Liang called an "unfriendly" divorce, but they were still living together. Feng and Hui lived on the second floor of their residence and Liang lived on the first floor. In 2008, against Liang's wishes, Hui attempted to have his wife declared legally dead so he could become the administrator of her estate and collect her life insurance policy, which was valued at $1 million. The couple co-owned a house; it was sold after Feng's disappearance and her share of the profits were held in escrow.
No one has been charged in Feng's disappearance, but foul play is suspected due to the circumstances involved.