A personal trainer in South Carolina has gone missing ... eerily vanishing into the woods after she was done working out at the gym.

According to Lexington police ... Elena Katherine Moore has been missing since last Thursday ... when she was last seen leaving Planet Fitness just after 9 PM ... wandering into a nearby wooded area.

Authorities have searched the area on foot and with a drone ... and so far, nothing.

The 39-year-old was wearing an olive-green zip-up hoodie with black athletic pants when she vanished ... and police told ABC News her seemingly random behavior was "out of character for her." Several surveillance footage screengrabs of Elena in the gym that night have been released by police.

Elena's husband reported her missing last Friday ... and police say she had her phone with her the night she disappeared. Cops are trying to track her phone.

Police said, to this point, they do not suspect foul play ... and don't believe she is in imminent danger, WIS 10 reported.