MEXICO CITY, Feb. 19 (Xinhua) -- Mexican authorities are searching for three Italians who went missing on Jan. 31 in the western state of Jalisco, a local official said Monday.

"We are working very hard to locate these three people," Jalisco State Government spokesman Roberto Lopez told reporters following a public event.

Raffaele Russo, 60, who sold electric generators, his son Antonio Russo, 25, and his nephew Vincenzo Cimmino, 29, disappeared in the town of Tecalitlan, in southeast Jalisco. All three are from Naples.

Relatives of the men said they first lost contact with the father, and later with the other two, who had gone to Tecalitlan to look for him.

Family members also released a voice message sent by Antonio to a brother in Mexico City, in which he said he was alarmed by town police who approached the pair and forced them to follow them.

News of the disappearance made headlines in Mexico on Monday after relatives marched in Naples on Sunday night to demand action, and a giant banner that said "Release the Neapolitans in Mexico" was unfurled at a local football game.

Raffaele Russo was on business and staying in Jalisco's capital Guadalajara, said Lopez.