UPDATE Sunday 8.30am: Missing toddler Milena Malkic has been located safe and well.
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Nadia Malkic and Joshua Coates attended the Dandenong Police Station with Milena on Saturday night and were assisting police with inquiries.
Police thanked the public and media for their assistance.
EARLIER: Police have raised their first Facebook AMBER Alert to help locate missing girl Milena Malkic.
The first alert comes a day after the national roll-out of the system, which police describe as a vital tool to find and return abducted children.
Urgent information appears on a person's Facebook feed if they are within 160 kilometres of where the child goes missing or is suspected to be.
Two-year-old Milena was last seen in the Springvale area on June 15.
It is believed she may be with her mother Nadia Malkic and step-father Joshua Coates in Altona, Warrnambool, Stawell or the Gippsland area.
Detective Acting Sergeant Tim Evans said Milena had been living with her mother and step-father in Springvale before the family moved to an unknown location.
But police had concerns for her welfare after receiving information from the public that led them to believe she could be harmed.
"We have got concerns for her safety and we need to find her," Detective Acting Sergeant Evans said.
"We are treating it as a really serious case at the moment, and throwing whatever we have got behind it."
Detective Acting Sergeant Evans said the couple were known to the police.
"Our only intention, at the moment, is to find this little girl before any harm has come to her," he said.
Police have released a photograph of Milena, Nadia and Joshua in the hope someone recognises them.
The couple are believed to be driving a blue 2002 Ford Falcon with registration 1HZ 4SU.
The AMBER Alert system was launched in the US in memory of Amber Hagerman, a nine-year-old girl who was murdered after being snatched from a street in Texas in 1996.
Facebook revealed in 2015 it would use the alert system.
The system's strict criteria means an alert can only be used in urgent cases where a child is at risk of death or serious injury, and there is information such as a registration plate number.
The alert will be the second position in a person's news feed and include a photograph, description and police contact details.
Anyone who sees Milena, Nadia or Joshua or who knows of their whereabouts is urged to contact triple-zero immediately.