But Adam Baker, who only recently moved to the US after meeting his wife Elisa on the internet, has told the Good Morning America program that from the evidence it's possible that Elisa has something to do with it.
Elisa Baker has been charged by North Carolina police with obstruction of justice after apparently admitting to writing a false ransom note demanding a million dollars for Zahra's safe return.
News that makes sense
Your trusted source for staying up-to-date with the world around you. Get free daily news updates and analysis, straight to your inbox.
Zahra Baker was reported missing on Saturday. But police say no-one outside her immediate family has reported seeing her in weeks, and they have no idea how long she has really been missing.
The case is now a homicide investigation, Hickory Police Chief Tom Adkins said. No-one has been charged with murder. Adkins said Elisa Baker, 42, admitted writing the ransom note and then requested a lawyer.
Hearing impaired
Zahra Baker, who is hearing impaired and has lost a leg to bone cancer, was reported missing on Saturday from her home in Hickory, North Carolina.
Her father, Adam Baker, is from Australia and moved to the US after meeting his current wife, Elisa Baker, on the internet, a former neighbour, Brandy Stapleton of Lenoir, told the Hickory Record newspaper.
Zahra's mother still resides in Australia, the Record reported on Monday.
As authorities and residents intensified their search on Monday, unsettling details emerged - including the existence of a ransom note and police dogs' detection of possible human remains.
Hickory police were still trying to piece together a timeline of Zahra's disappearance.
But they "were questioning the validity" of the ransom note and said no one beyond Baker's immediate family had seen Zahra in weeks.
While police haven't ruled out the possibility of a random kidnapping, they arrested the girl's stepmother, Elisa Baker, on unrelated charges and named her "a person of interest" in the case.
Police said they discovered inconsistencies in Elisa Baker's story and that she has been unco-operative.
Adam Baker said on Good Morning America that his wife may have been involved in his daughter's disappearance.
"I wouldn't like to think so. On what I've heard so far, it could be possible," he said, but didn't elaborate.
Zahra and her father were living in Australia when Adam Baker met his wife-to-be online about two years ago, and eventually moved to the United States, friends said.
Captain Thurman Whisnant of Hickory Police said Zahra's biological mother was an Australian native and had not seen her daughter since she was about eight months old, the Record reported.
She was believed to be in Australia and was not considered a suspect, Whisnant said.
Adorable, polite girl
Family friends and relatives said on Monday that Zahra was an exceedingly polite girl, brave in the face of bone cancer and adorable with her Australian accent.
Several neighbours on Monday told McClatchy Newspapers that they had never seen Zahra at her parent's rented house since they moved in about six weeks ago and were surprised to learn a girl reportedly lived there.
"I never saw a sign of their daughter," said next-door neighbour Charles Bost. He chatted regularly with Adam Baker over the fence separating their backyards, but said Baker never mentioned having a daughter.
"I've been out in the backyard quite a bit, and I've never seen that little girl," Bost said.
Authorities were first called to the Bakers' house about 5am local time on Saturday, in response to a mulch fire in the yard and a report that petrol was poured into an SUV.
A search warrant says officers found a ransom note on the SUV, addressed to a "Mr Coffey," who was identified as Adam Baker's boss.
The note said that kidnappers had Coffey's daughter and demanded $US1 million for her safe return. Police checked on Coffey and found his family was fine.
Mark Coffey, who has a business address listed as Baker's house, could not be reached Monday.
At about 2pm on Saturday, Adam Baker called police again, this time to report Zahra missing.
Baker told police that his wife said she last saw Zahra asleep in her bed about 12 hours earlier.
Hickory Police Chief Tim Adkins said Monday that police hadn't received any further demands in connection with the ransom letter.
Cadaver dogs alerted to them to the possible presence of human remains in the SUV with the ransom note, and in another car parked at the Baker's house, according to the search warrant. No remains had been recovered late Monday.
Meanwhile, police arrested Elisa Baker on about two dozen outstanding charges not related to the girl's disappearance.
The charges against Elisa Baker are mostly misdemeanours, with one felony charge of larceny by an employee, said Libby Grigg, assistant to the Hickory police chief.
During a Monday news conference, Adkins said it is "very unlikely" the girl ran away.
