On 23 May 2021, Choksi went missing in Antigua and Barbuda. He was last seen around 5:15 pm on 23 May before leaving his home in a car which has been recovered by the police in Jolly Harbour area. A probe was launched to look for him. It was reported that he may have fled to Cuba. On 26 May, he was found in a nearby Caribbean country of Dominica while trying to flee to Cuba by a boat and was held by the local police. This flee attempt would make CBI's case of extraditing him to India in Antiguan courts stronger. His lawyer claimed that Choksi was kidnapped by whom Choksi believed to be Indian and Antiguan police and brought to Dominica by a boat. He also claimed that Choksi had a swollen eye and several bruises when he met Choksi. Dominica brought a case against Choksi for illegal entry into the country, but this was dropped in May 2022.
