"Right now we are living a nightmare," his wife, Christine, told the Associated Press.
"We are aware of all the rumors out there which have raised our hopes, only to have them crushed by the reality that we still have no new information," she said.
Levinson disappeared two months ago after traveling to the Iranian island of Kish to meet with an American fugitive wanted for the murder of a former Iranian diplomat in suburban Washington, D.C., in 1980.
Last week, the family said it had reports from two sources in Tehran that Levinson would be released as "a sign of goodwill" in advance of the meeting of foreign ministers in Egypt.
But the family heard nothing further.
Iran has officially denied any knowledge of what happened to Levinson, a position repeated by officials to ABC News at the Egyptian foreign ministers' meeting.
Levinson, who left the FBI more than 10 years ago, worked as a private investigator, often collaborating with journalists, including ABC News.