Sugar Bear's Brother Billy MISSING ... Police Report Filed

Sugar Bear's brother is missing, and Sugar Bear and Mama June are so worried we're told they've filed a missing persons report.

Billy Thompson was last seen 3 days ago in McIntyre, Georgia. He's gone off the radar, not returning phone calls or texts.

The last time Billy was seen was Saturday, at Sugar Bear's home where Mama June's daughter Jessica was getting ready to go to prom.

Mama June's people tell TMZ, they're especially worried because he's been going through hard times lately. He's unemployed and unable to find work. He's also having a hard time seeing his kids in the wake of a bad breakup with his baby mama.