What do You do if Your Pets Run Away?

We had a pet pigeon that lived inside our house. She was with us for 5 years that's why we were surprised when she left us without warning. I was in the terrace with my husband when the pigeon went out to the front yard. It was normal for her to do that so we just let her. After some pecking on the ground, it flew to the roof of the terrace. She usually does that. And then she flew away. We both saw her fly away from the house and that is not normal. My husband ran out of the gate but couldn't find her. All the people in the house went out to search for her until afternoon but we didn't find her.