Edward Grace, deputy chief of law enforcement for Fish & Wildlife, issued a statement asking the disgraced dentist to reach out to officials.
"That investigation will take us wherever the facts lead," Grace said. "At this point in time, however, multiple efforts to contact Dr. Walter Palmer have been unsuccessful. We ask that Dr. Palmer or his representative contact us immediately."
The agency is specifically looking to see whether he violated the Lacey Act, a conservation law that governs the import and ownership of illegally killed, transported or sold plants and wildlife.
The 13-year-old lion was lured out of his protected home in Zimbabwe's Hwange National Park and shot, then was tracked for 40 agonizing hours before being killed, skinned and beheaded. The hunters also tried to destroy his tracking collar.
Cecil's remains are currently in the possession of Zimbabwe authorities.
While Palmer has not been charged with a crime in the U.S. or Zimbabwe, his hunting guide, Theo Bronkhorst, and the owner of the property where Cecil was first shot, Honest Trymore Ndlovu, appeared in court in Zimbabwe on Wednesday. They are each facing up to 10 years in jail or a $20,000 fine.
In a statement released on Tuesday, Palmer said that he had trusted his guides and was unaware that the killing was illegal. "To my knowledge, everything about this trip was legal and properly handled and conducted," he said. "I had no idea that the lion I took was a known, local favorite, was collared and part of a study until the end of the hunt."
He also promised to cooperate with both U.S. and Zimbabwe authorities, so it's unclear if he's ignoring authorities or just hasn't gotten the message.
In the meantime, the international community continues to mourn Cecil's death, even while raising awareness for lions who are still in need. If you'd like to help, click here to donate to National Geographic's Big Cats Initiative, which sponsors several programs to help big cat populations around the world.