Data shows the young bird, which was fitted with a satellite tag, left its nest near Braemar in July. The female, called Calluna, was then tracked flying east over Deeside.
But the tag went dead on 12 August, which marks the start of the grouse shooting season.
The bird’s last recorded position was on a grouse moor a few miles north of Ballater, in the Cairngorms National Park.
The hen harrier is the UK’s most intensively persecuted bird of prey. It is globally threatened and red-listed as a top priority for conservation.
Scotland is its UK stronghold, but numbers have fallen by 27 per cent since 2004. Only 460 breeding pairs remain.
The raptors live primarily on heather moorland and feed on voles and ground-nesting birds such as grouse, which has sparked conflict with managers of sporting estates.
Illegal killing is a key threat to the species’ survival.
Calluna was tagged as part of the EU-funded Hen Harrier LIFE project, run by wildlife charity RSPB Scotland. She hatched from a nest on Mar Lodge Estate, owned by the National Trust for Scotland.
“This bird joins the lengthening list of satellite-tagged birds of prey that have disappeared in highly suspicious circumstances, almost exclusively in areas in areas intensively managed for grouse shooting,” said Ian Thomson, head of investigations for RSPB Scotland.
“The transmitters used in this project are incredibly reliable and the sudden halt in data being received from it, with no hint of a malfunction, is very concerning.”
David Frew, operations manager at Mar Lodge, said: “It is deeply saddening to learn that Calluna appears to have been lost, so soon after fledging.”
But conservationists have come under fire over their handling of the case.
David Johnstone, chairman of membership organisation Scottish Land & Estates, said: “Local land managers reject the inference that the loss of signal from this tag is connected to grouse moor management and are now offering every assistance in searching the area where the last transmission was recorded.
“They are dismayed that they were not informed earlier that the tag had stopped transmitting nearly three weeks ago, as this would have assisted the search.”