The matter is the latest episode in a wider, decades-old dispute between the Vatican and China's communist authorities over papal authority to appoint bishops.
"The Holy See is observing with grave concern the personal situation of Bishop Peter Shao Zhumin of Wenzhou, forcibly removed from his episcopal see some time ago," the Vatican said in a written statement.
"The diocesan Catholic community and his relatives have no news or reasons for his removal, nor do they know where he is being held," the statement said.
Chinese authorities don't recognise Shao's appointment by the Vatican.
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Last week, Germany's ambassador to China said the bishop appears to have been forced by Chinese authorities to move to unknown locations four times over the past year. The diplomat called for restoration of the bishop's "full freedom of movement."
China cut relations with the Holy See in 1951, after the Communist Party took power and set up its own church outside the pope's authority. Pope Francis has said he wants to improve relations with Beijing.
The Vatican expressed hope that Shao may return as soon as possible to the diocese and "be assured the possibility of serenely exercising his episcopal ministry."
"We are all invited to pray for Bishop Shao Zhumin and the path of the Catholic church in China," the Holy See's statement concluded.
Separately, the Vatican said today that the 89-year-old bishop of Tsining, in Inner Mongolia, part of continental China, died of illness on June 9. Ordained in 1956, Monsignor Giovanni Liu Shigong, earlier in his clerical career, was forced to do farm labour to support himself, and during part of the Cultural Revolution had to do forced labour.
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