Mylan left his family's Mississaga, Ontario residence shortly after midnight on February 13, 1998. He was driving a black two-door 1991 Chevrolet Baretta with license plates numbered 336-ZHK. Mylan was carrying a black canvas backpack at the time of his disappearance.

American customs officials recorded Mylan's vehicle entering the United States at the Rainbow Bridge on February 14, the day after he was last seen. It has not been established that he was driving it at the time. On June 8 of that year, nearly four months after Mylan's disappearance, his car was found abandoned at a lookout point at the Grand Canyon in Arizona. There was no sign of him at the scene.

Mylan's family told authorities that it is uncharacteristic of him to leave without warning; they cannot think of an explanation for his disappearance. Canadian authorities are investigating. Although does not usually profile cases from outside the United States, an exception was made for Mylan because he may have traveled to America after his disappearance.