Matthew Anderson was discovered at a construction site and taken to a hospital. Authorities declined to say if Anderson, who was described as being in "good medical condition," was found alone or why he was taken to a hospital.
The 29-year-old was last seen on Sept. 17 when he withdrew $1,000 in cash from a Roseville, Minn., bank and said he was going to pick up his 1-year-old daughter.
Later that evening he called his wife, Amber, and told her he had been kidnapped, CNN reported.
Anderson also said he was with two men he feared would harm him, and that he was somewhere in Iowa, The Pioneer Press reported.
Police traced the call from his cell phone to a location near Wisconsin Dells, Wis. On Sept. 19, they found Anderson's van in Chicago's South Loop.
Anderson would surface five days later in Las Vegas.
"The investigation revealed that Anderson left Minnesota on his own volition and traveled to Nevada via Chicago," said police, according to The Associated Press.
Currently, there are no plans to press charges against Anderson since he made the kidnapping claim to his wife and not to the police, according to The Pioneer Press.
The young man's family plans to bring him home.
"There have been a lot of people praying for him, a lot of people with nothing but optimism and positive vibes," his father, William Anderson, told The Pioneer Press.