The search for a woman who is believed to have fallen into a sinkhole while searching for her lost cat has become a recovery effort, police say.

Elizabeth Pollard, 64, has not been seen since apparently falling into a sinkhole that had recently opened above an abandoned coal mine in the town of Marguerite in western Pennsylvania on Tuesday (local time).

Rescuers have spent two treacherous days of digging through mud and rock but found no signs of life. Bright lights illuminated snow flurries and equipment at the site, while crews worked above and below ground.

Late on Wednesday, Pennsylvania State Police spokesperson Trooper Steve Limani said authorities no longer believed they would find Pollard alive, although the search would continue.

“We’ve had no signs of any form of life or anything” to make rescuers think they should “continue to try and push and rush and push the envelope, to be aggressive with the potential of risking harm to other people,” Limani said.

He noted that oxygen levels below ground were insufficient for survival.

“We feel like we failed,” Limani said of the decision to change the status of the effort from a rescue to a recovery. “It’s tough.”

On Tuesday, Crews lowered a pole camera with a sensitive listening device into the hole but it detected nothing.

A camera lowered into the hole showed what could be a shoe about 10 metres below the surface, Limani said earlier.

“It almost feels like it opened up with her standing on top of it,” he said.

The top of the sinkhole where Elizabeth Pollard disappeared. Photo: AAP

Pollard’s family called police early on Tuesday to say she had not been seen since going out Monday night to search for Pepper, her cat.

Police said they found Pollard’s car parked near Monday’s Union Restaurant in Marguerite, about 65 kilometres east of Pittsburgh.

Pollard’s five-year-old granddaughter was found safe inside the car.

Authorities used an excavator to dig in the area, where temperatures dropped to below freezing overnight.

“We are pretty confident we are in the right place. We’re hoping there is still a void she could be in,” Pleasant Valley Volunteer Fire Company Chief John Bacha told Triblive.

Searchers have also dug a separate entrance to the mine to look for Pollard, amid concerns the ground around the sinkhole opening was unstable.

Limani praised all those involved in the search effort.

“They would come out of there head to toe covered in mud, exhausted. And while they were getting pulled up, the next group’s getting dropped in. And there was one after the next after the next,” he said.

Pollard lives in a small neighbourhood across the street from where her car and granddaughter were found, Limani said.

The young girl “nodded off in the car and woke up. Grandma never came back”, Limani said.

The child stayed in the car until police rescued her. It’s not clear what happened to Pepper.

Sinkholes are not uncommon in the area because of subsidence from coal-mining activity.

The underground void was likely the result of work in the Marguerite Mine, last operated by the HC Frick Coke Company in 1952, according to the Pennsylvania Department of Environmental Protection.

-with AAP