Since that call, there's been no sign of Jesse, but police did go through his own family's home late one night.
They've also searched by foot, horseback and drones, and the FBI is still involved in the case.
Buckeye police say this case is something they think about every day.
"This case weighs heavy on our hearts," says Detective Tamela Skaggs. "This is something that we think about every single day."
As for a suspect, police aren't saying if they have a person of interest or if they believe family was involved in his disappearance, only saying, "we can't rule anything out."
At this point, it's not clear if Jesse is even alive.
"We have to be realistic in this case," says Skaggs. "It has been a year. It is a possibility that this may be a recovery case, although we are hopeful that it's not, that Jesse is out there and that we can find him and get answers for so many people to include us."