Greg Morgan told the Associated Press that the family is distraught over the shooting. He said they have not spoken to Stephen Morgan in several weeks.
"I am devastated by what happened to this young girl at Wesleyan," he said. "We're just absolutely distraught over everything that's gone on. We're just hoping that they find my brother and no one else gets hurt."
Greg Morgan said his brother has not shown anti-Semitism in the past. "My brother was a very sweet person and had a big heart, and I hope he's OK," he said.
Family members have tried to contact him, but don't know where Morgan is, Greg Morgan said.
ABC News' Rich Esposito contributed to this report.