Officials said the woman who is missing works at the restaurant. No other identifying details were available.
Mayor James said he spoke to Jimmy Frantzè, the restaurant's owner, who said his main concern isn't the restaurant or damage, but the people who work with him and their safety.
A gas main break outside of the restaurant sparked the explosion and five-alarm fire that wounded more than a dozen people early Tuesday evening.
Heavy smoke and flames engulfed the restaurant just after 6 p.m. One witness reported seeing large flames that originated near a backhoe working close to the restaurant.
In a statement Tuesday night, Missouri Gas Energy said a contractor doing underground work struck a natural gas line outside JJ's, but that the incident is still under investigation. MGE crews were able to stop the flow of gas to the area by 8 p.m.
Jennifer Carter was having coffee with JJ's manager Matt Nichols shortly before the explosion.
She said nine to 10 people were in the restaurant when she arrived at 5:15 p.m. She said it smelled like gas inside, and JJ's employees had already turned off appliances when gas workers came in with a detector and told everyone to leave.
Carter said she had walked three blocks to away to the Capital Grille when she heard the explosion. She said she called Nichols and he said he was fine, "but there's people covered in blood."
A woman who lives on the same block of JJ's said she smelled smoke about 15 minutes before the fire broke out.
One viewer tweeted us that he felt his house shake from the explosion. He lives at 57th & Locust.
Another viewer tweeted that he felt the explosion at 44th and Pennsylvania: "It was like someone was trying to break in my sliding door!"
JJ's Restaurant is one of the longest independently operated restaurants in Kansas City. It opened in February of 1985. Zagat has rated it "one of the top restaurants" in the Midwest, and Wine Spectator named it "one of the best wine lists in the world."
Frantzè told us he was in Oklahoma when the blast occurred, and he's now on his way back to Kansas City.
JJ's asked for prayers in a statement on its Facebook page Tuesday.
"Please keep our friends and families in your hearts and prayers. At this time we are still trying to assess the situation and make sure our coworkers and customers are safe," the post said.
Police have set up a command post at 47th and Roanake. According to the city manager's office, Roanake will be closed from Ward Parkway north to 47th Street on Wednesday.
Stay with KSHB.com for updates.
The Associated Press contributed to this report.