Julia Hudson, the older sister of 'Dreamgirls' star Jennifer Hudson, has pleaded for the return of her missing seven-year-old son after two members of her family were gunned down at their Chicago home.

"Give me my baby back. That's all I ask," she said. "I know he's out there. Put him on the side of the street. Just let him go."

A tearful Hudson (31) said she was clinging to the belief that her son Julian King was alive and well and praying for a swift reunion.

"I have to believe he is OK. My family is a god-fearing family. That's why we are here today," she said addressing the media at a Baptist church on the South Side of Chicago.

King disappeared from his grandmother's home on Friday, a home he shared with his mother, grandmother and uncle.

His grandmother, Darnell Donerson (59) and uncle Jason Hudson (29) were found shot dead in the home around 3pm by a family member, according to authorities.

Autopsies showed that the pair died from multiple gunshot wounds, the Cook County Medical Examiner's Office said Saturday.

Oscar-winning actress Jennifer Hudson identified the bodies of her mother and brother at the morgue shortly after jetting back to her home town from Florida late on Friday, the Chicago Sun-Times said.

The actress, whose star turn in 'Dreamgirls' earned her an Oscar for best supporting actress in 2007, was in Florida promoting her latest movie, 'The Secret Lives of Bees', when she got word of the tragedy, according to the Chicago Tribune.

Chicago police issued an Amber Alert, or child abduction bulletin, for King on Friday. On Saturday, authorities called in the Federal Bureau of Investigation (FBI) to help with the search in case the boy had been taken over state lines.

"We're doing that as a precautionary measure," Chicago Police superintendent Jody Weis told CNN. Weis said the slayings and the child's disappearance appeared to be a domestic matter.

The police initially identified William Balfour, the estranged husband of Julia Hudson, and step-father of Julian King, as a suspect in the case.

Balfour has a troubled history and had split up with Julia Hudson and moved out of the home she shared with her family, friends and neighbours said. The Chicago Tribune reported that the couple had recently fought over the fact that Balfour had sold Hudson's car without her permission.

The 27-year-old baker has convictions for attempted murder, vehicular hijacking and possession of a stolen motor vehicle, according to the Illinois Department of Corrections. He was released from prison in May 2006 and is still on probation.

By late Friday, Chicago police had reportedly picked him up and taken him in for questioning, but the boy was not with him.

Officially, the police department would only say that it was quizzing "a number of people" and Balfour's mother protested her son's innocence.

Julia, a school bus driver, said her sister Jennifer had been at her side since she arrived back in Chicago, and they were seeking solace in prayer.

"She flew in right away and we have been together ever since," said Hudson. "We are still in a state of shock. It's hard. We are together. We sit and we pray. Nothing else to do but pray."

White House contender Barack Obama and his wife Michelle, who live in Chicago, on Sunday issued a statement saying they were "absolutely heartbroken" on hearing about Hudson's "unimaginable tragedy".

The Illinois senator said Hudson "is in our thoughts and prayers ... We also pray for the swift and safe return of her young nephew".

Jennifer Hudson has shunned the spotlight since returning to the Windy City. The 27-year-old was riding high with a new movie and a number one hit on the Billboard R&B/Hip-Hop charts from her recently-released self-titled debut album, until the family tragedy upended her life.

The singer had reportedly encouraged her mother to leave Englewood, the gritty South Side neighbourhood where she grew up and where her mother had lived for two decades, following her Oscar success, the Tribune reported.

Donerson "steadfastly refused", the paper said.