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Body of missing Melbourne woman Kayla Steffen discovered

A woman has been found dead five days after disappearing from her Melbourne share house.

Kayla Steffen walked out of her Altona North home early on Saturday morning and police found her body in Altona on Thursday.

The 24-year-old came home after a night out with friends on after midnight Saturday morning, before leaving her sharehouse at about 4am.

Kayla Steffen, 24, disappeared from her Altona North home on Saturday. Source: Supplied

Ms Steffan's housemates initially thought she had stepped outside for a cigarette, but she never returned.

After she failed to turn up the next day, it was soon discovered the young woman left the house and left her phone, wallet and other belongings behind.

Ms Steffan left her share house early on Saturday morning and never returned. Source: Supplied

Ms Steffan’s sister Phoebe said housemates were "just as confused as us".

Her death is not being treated as suspicious and police are preparing a report for the coroner.

The discovery comes after an emotional plea from her family following fruitless searches of nearby wetlands.

Kayla's mother, Jo, said. Source: 7 News

Sister Phoebe pleaded for Kayla to get in touch. Source: 7 News

Her sister Phoebe said Tuesday the 24-year-old was "my best friend, she's the closest person to me", adding "I just don't know what I will do if I don't see her".

If you are concerned about the mental health of yourself or a loved one, seek support and information by calling Lifeline 13 11 14, Mensline 1300 789 978, or Kids Helpline 1800 551 800