Bright lights illuminated snow flurries and various equipment at the site in western Pennsylvania while crews worked above and below ground, video from the scene showed.
Crews lowered a pole camera with a sensitive listening device into the hole in Marguerite on Tuesday morning but it detected nothing.
A camera lowered into the hole showed what could be a shoe about 10 metres below the surface, according to Pennsylvania State Police spokesperson, Trooper Steve Limani.
"It almost feels like it opened up with her standing on top of it," Limani said.
Crews lowered a pole camera into the hole in Marguerite, Pennsylvania, but it detected nothing. (AP PHOTO)
The family of Elizabeth Pollard, 64, called police in the early hours of Tuesday to say she had not been seen since going out Monday evening to search for Pepper, her cat.
Police said they found Pollard's car parked near Monday's Union Restaurant in Marguerite, about 65km 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.
By late afternoon, searchers were using access to a mine to try to find her and had dug a separate entrance out of concern that the ground around the sinkhole opening was not stable. Authorities vowed to keep searching for Pollard until she is found.
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 two troopers rescued her. It's not clear what happened to Pepper.
Sinkholes are not uncommon in the area because of subsidence from coalmining activity.
The underground void is 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.