Fiore, who recently had moved to Los Angeles, had worked as a Las Vegas bikini model and appeared in advertisements for radio personality Howard Stern. KABC reported that Fiore was working as a representative for Playboy's "Girls of Golf" when she disappeared.
TMZ reported Tuesday night that Jenkins' publicist said his client planned to speak with authorities.
"Ryan is currently speaking to his attorney and will fully cooperate with the police in this matter," he said, according to TMZ. "He is planning on meeting with them in the near future."
On "Megan Wants a Millionaire," in which Megan Hauserman narrows a field of men down to one who can win her heart -- and plump up her bank account -- Jenkins said, "I've never really rolled with any girls that can keep up with me."
On the show, he was said to have had a net worth of $2.5 million and said things like, "I'm so James Bond. I'm going to rock it."
According to KABC, Jenkins identified himself on the show's profile as being an investment banker who turns "player girls into princesses."
Hauserman told TMZ that Jenkins seemed like a nice guy -- "very charming, very educated and mature."
Yet, after the show had taped, Jenkins married Fiore in March. Fiore was wed under the name Jasmine Kinkade.
Hauserman told TMZ that the two were married two days after they met in Las Vegas.
ABC News' Michael S. James contributed to this report.