Santiago Sanchez, 41, an experienced trekker and former paratrooper, documented his journey on Instagram over nine months.
He was last seen in Iraq after hiking through 15 countries, but his social media posts stopped on October 1, the day he entered Iran from the country’s volatile north-western border as violence and protests grip the nation.
Mr Sanchez’s family said his daily WhatsApp updates also stopped that day.
“We are deeply worried, we can’t stop crying, my husband and I,” his mother, Celia Cogedor, told AP.
Iran was the last stop for Mr Sanchez before arriving in Qatar.
He has been reported as missing to Spain’s national police and the Foreign Ministry, but Spanish authorities have no information about him.
They said the Spanish ambassador to Tehran was handling the matter.
AP reported that calls to the Iranian Foreign Ministry seeking comment were not returned on Monday.
Mr Sanchez’s disappearance in Iran happened amid protests across the country, which began on September 16 after the death of Mahsa Amini, a 22-year-old woman taken into custody by Iran’s morality police for allegedly not following to the country’s strict Islamic dress code.
Tehran has taken a heavy-handed response to protesters and blamed foreign enemies and Kurdish groups in Iraq for fomenting the unrest, without offering evidence.
The Iranian Intelligence Ministry said authorities had arrested nine foreigners, mostly Europeans, in connection with the protests last month.
Westerners and dual nationals have become pawns in Iran’s internal political struggles and in tensions between Tehran and Western capitals, analysts said, with at least a dozen dual nationals arrested in recent years on spying charges.
Mr Sanchez arrived in Iraqi Kurdistan in late September, after trekking thousands of kilometres hauling a small suitcase in a wheeled cart, packed with little more than a tent, water purification tablets and a gas oven for his 11 months on the road.
He said he wanted to learn how others lived by living among them before reaching Qatar, the first World Cup host country in the Arab world, in time for Spain’s first match on November 23.
“The idea of the journey is to motivate and inspire other people to show that they can go very far with very little,” he told AP from Sulaymaniyah, a Kurdish city in north-eastern Iraq. “You can go a long way walking.”
The day before he disappeared, Mr Sanchez had breakfast with a guide in Sulaymaniyah.
The guide said he tried to warn him about the dangerous situation in Iran as they parted ways.
“He didn’t look nervous at all. He told me, ‘I sorted out everything, don’t worry,’” he said. They communicated through Google Translate as Mr Sanchez only speaks Spanish.
The guide said Mr Sanchez planned to meet an Iranian family in the Kurdish town of Marivan, a scene of recent anti-government protests. The family had reached out and offered to host him after reading his Instagram posts.
After he crossed the border on October 1, his messages became sparse and cryptic, the guide said. Mr Sanchez told him that things were “very different” in Iran from Sulaymaniyah, the Iraqi metropolis filled with parks and cafes.
“It’s been a long story,” his last message read.
Mr Sanchez’s parents said he told them he would temporarily lose internet access after reaching Iran.
“The country is ‘hot,’ and there are no communications,” Mr Sanchez told his father in his last message on October 1, possibly a reference to the turmoil in Iran’s Kurdish region and the government’s disruption of internet and communications apps used by protesters.
His parents tried not to fret when their messages were not delivered, but their worries grew as the weeks passed.
The Spanish Foreign Ministry said it had registered Mr Sanchez’s border crossing into Iran and was not ruling out any possibilities.
In his last Instagram update, the night before he crossed the Iranian border, he posted images of his emotional farewell to Iraq and told of a Kurdish family’s generosity.
He had planned to camp on a mountain, but the owner of a nearby farm took him in, giving him a bed, shower and a meal.
Pictures on Instagram show him eating bread and chicken soup, smiling and posing with young boys from the village and drinking tea over an open fire.
“Conclusion:” he wrote, “Lose yourself to find yourself.”