Steele in a dossier said Russia had plotted to build ties with Trump and had lurid sex footage involving him.
Near Christopher Steele's red-brick home in a sleepy village outside London, neighbour Mike Hopper told AFP he had left on Wednesday and asked him to feed the family's three cats while he was away.
No car could be seen on the gravel yard in front of the home of Steele, reported by the Daily Telegraph and Wall Street Journal to be a former officer for Britain's MI6 foreign intelligence service.
The gate outside was also locked shut.
"I've not seen any of the family since yesterday," Hopper said, adding: "It's not the sort of thing you expect to hear, international news of importance like that in an area like this."
"I had no inkling whatsoever," he said.
The Telegraph quoted a source close to Steele saying he was "horrified" when his nationality was published on Wednesday, prior to his naming in US media.
The source said Steele was now "terrified for his and his family's safety" after the publication of the dossier, which said Russia had plotted to build ties with Trump and had lurid sex footage involving him.
Trump has strongly denied the allegations, condemning them as "fake news".
In the marble-fronted building near Buckingham Palace where Steele has an office, a receptionist told AFP: "Nobody is coming today."
Steele has been a director since 2009 at Orbis, a company based in central London that describes itself as "a leading corporate intelligence consultancy".
The company was reportedly hired first by Republican rivals of Trump, then by Democrats, to compile damaging allegations against the billionaire tycoon.
Steele's co-director Christopher Burrows told the Telegraph he could not "confirm or deny" this.
Burrows is listed on LinkedIn as a former Foreign Office counsellor with postings to Brussels and Delhi.
"London based, but with a global footprint, our core strength is our ability to meld a high–level source network with a sophisticated investigative capability," the company said on its website.
"We provide strategic advice, mount intelligence–gathering operations and conduct complex, often cross–border investigations," it said.
Calls to Orbis went unanswered.
The Wall Street Journal and the Telegraph said Steele previously worked for MI6 under diplomatic cover at the British embassy in Moscow in the 1990s.
The Telegraph said he had also worked in Paris.
Steele's LinkedIn page has no picture of him and his phone number is not listed in the public directory.
His LinkedIn says only that he worked as a diplomatic counsellor between 1987 and 2009 after graduating from Cambridge University in 1986.
Asked about the reports at a daily press briefing, Prime Minister Theresa May's spokeswoman said: "In all the reporting I have seen of this, it relates to a former employee."
Asked whether the government was helping Steele in his efforts to escape attention, she said: "I think there is a standard process that is followed with regard to the naming of people that have worked in certain roles in the civil service, be they serving or former roles."
After leaving MI6, Steele worked with the FBI on corruption at FIFA, international football's governing body, lending credence to his report on Trump, the Telegraph quoted US officials as saying.
"Steele is a serious player," the BBC's security correspondent Frank Gardner said.
"He was a respected intelligence officer and like many of them they start second careers at the age of around 50. They start working for far more money with far more freedom," he said.