As soon as you've found your pet mouse is missing, close and seal all doors and windows in the house to prevent your rodent from travelling from room to room while you're looking for it.
Photo by Pehpsii Altemark
Mice love to hide in small hollow places, so make sure you've checked everything that looks like a comfortable hide for a mouse. Block the hollow places after you've checked them so that your pet doesn't manage to get into them once you've made sure they're clear.
Put the cage of your mouse on the floor with a tube or ramp leading to the entrance. Place some fresh fruit or cheese inside the cage to attract your pet. Arm yourself with patience, and check the cage every hour or so.
Alternatively, you can put out some catching (not killing!) traps, preferably in corners. Place some fresh fruit or cheese inside, and wait. After the mouse is in, the trap should close without hurting the critter. Check the trap every hour or so. If you're not sure what room your mouse may be in, set these traps in every room.
If you don't have mouse traps, you can make some yourself. Get a toilet paper tube and crease two lines to form a flat sided tunnel. Put a treat on one end of the tube. Balance the tube on a table or counter with the treat hanging directly over a bucket or another tall receptacle. Mice love tunnels and treats, so it's likely to scurry for the treat and fall into the trap. Put something soft at the bottom of the trap if you're afraid of the mouse getting hurt. Make sure the sides of the receptacle are tall and smooth enough, otherwise your mouse can escape again. If you don't have a counter or table in the room, get a piece of cardboard and make a rump leading up to the bucket. Don't forget to balance the tube with a treat over it as described above.
If you don't find your mouse during the day, don't despair. Mice are nocturnal animals. They are most active at night, so this is the time your mouse may want to wander and look for some food.