US Coast Guard investigators say that Ms Heslop, who is from Southampton, and her boyfriend returned to the yacht at around 10pm after dinner in St John and went to sleep.
Officials say her boyfriend, who has not been named, called police and reported her missing at 11.46am the next day, and told them that “at 2 am he woke up and realised that she was not on board.”
Police say the boyfriend told them that Ms Heslop’s phone and belongings were not taken and that the yachts dinghy was still tied up.
US Coast Guard spokesman Ricardo Castrodad said that visibility and sea conditions were good but that a search by divers found no sign of Ms Heslop.
He added that there was also no evidence that Ms Heslop had ever entered the water.
“We are asking for an urgent and thorough investigation,” a group of her friends who have set up a Facebook page to find her said in a statement.
“We have heard that Sarm’s phone, passport and all belongings were left on the boat, where she was living with her boyfriend.
“She would not just disappear, leaving no trace. She is savvy and sensible, it’s not like her at all, it just doesn’t make sense.”