Frank Janssen, 63, vanished Saturday.
The federal agency announced late Tuesday that police had asked for their help.
Wake Forest police did not release any additional information Wednesday, but ABC11 has learned that investigators spent the morning canvassing the area around the missing man's home in the 1400 block of Sky Hill Place.
Janssen's home in the Heritage Community was the subject of a lot of police activity over the weekend.
So far, investigators have only said that Janssen went out Saturday morning after a bike ride and never returned home. His wife was out shopping, but when she got back she noticed blood drops outside and there was no sign of her husband.
The military contractor apparently has not been seen since, but investigators say his job has nothing to do with his disappearance.
Wednesday, neighbors say investigators were back with at least one FBI agent trying to find out if anyone had seen anything unusual over the weekend.
Brian Wood, who lives right behind Janssen, says he was happy to speak with them.
"We were home at the time. In fact, we were outside on our back deck. We didn't hear anything. We didn't see anything. And just shortly before the time they believe it happened, we actually were walking in the neighborhood and we didn't see anything either," Wood said. "I think overall it's a good thing [that the FBI is involved]. Um, I think it's, it adds more to the case and I think it's probably going to lend a hand in terms of getting it solved."
Woods and other neighbors say they are still worried although police have not told them they need to be concerned. Still, neighbors say they are much more concerned about Janssen and hope he will soon return to their neighborhood safe and sound.