Gobi runs with Dion Leonard in the 250 km extreme marathon in the Xinjiang Uygur autonomous region. OMNI CAI/4DESERTS.COM

An Australian who raised enough money to take a stray dog that followed him during an extreme marathon in China back to his home in the UK has been left heartbroken.

Gobi, who accompanied Dion Leonard during the event in the Xinjiang Uygur autonomous region, has disappeared and there is still no sign of her.

Leonard had raised enough to take the animal back to Edinburgh, Scotland.

"It was such a shock and hard to believe when I was told Gobi had gone missing," he said.

"I am very heartbroken and saddened about it," said Leonard, who returned to Urumqi, the regional capital of Xinjiang, on Sunday to look for the small brown animal.

"Gobi and I formed such a strong bond during the 250-km race. It breaks my heart knowing that we were going to be spending more time together, but now this may not happen," the 41-year-old said after another day of searching for Gobi with volunteers.

There have been sightings of dogs that look like Gobi, but all these have ended in disappointment.

The dog had been due to arrive in Beijing this week to start a four-month process of medical checks before being flown to the UK in time for Christmas.

Gobi ran alongside Leonard in June during the Gobi March, a 7-day race across mountainous and desert terrain in Hami prefecture, when temperatures of up to 52 C were recorded. They even cuddled together during the night.

At one point, Leonard had to cross a river during the race. Instead of thinking about beating others, he stopped and carried Gobi across. After the race, Leonard decided to take her home to Scotland.

But the dog disappeared from where she was being looked after in Urumqi.

"I received a phone call on August 15 from Urumqi, but I believe Gobi had already been missing for a couple days before this and that they were trying their best to find her," he said.

"There is a 10,000 yuan ($1,505) reward for Gobi's return. We have local people and animal shelters looking for her, added Leonard who will stay in Urumqi for a week to search for his lost canine friend.

Since arriving, he and the volunteers have walked the streets handing out and putting up reward posters in both Chinese and Uygur. They have also featured in local newspaper and social media reports.

News of Leonard coming to China to look for Gobi spread widely on social media, with many people saying they hope the pair can be reunited soon.

If Gobi is not found, the money raised for her transportation will be donated to dog charities and rescue centers.