"It happened in a different country. The government of that country should take steps. She liked the place as she said there was a lot of work to be done," her sister Agnes D'Souza told the media here.
"But if such a thing happens, who would want to go back. I am asking every channel to do their part. The government of India must do something and get my sister back. I want her back," she added.
Asked about Taliban involvement in the crime, she said: "I don't know."
Judith's family came to know about the development at around 1.30 a.m. on Friday from the Indian embassy in Kabul.
"We are waiting for more information and then we will act accordingly," said the sister.
"I tried the embassy (in Kabul) but it is closed as it is Friday. People in Delhi are trying on our behalf to contact the authorities."
Read More: Indian woman abducted in Kabul
Judith never spoke about any danger to her, the sister said.
"She has been abroad before but this is the first time this has happened," Agnes D'Souza said.
The 40-year-old Judith, a gender specialist, was working with an NGO in Kabul for a year on issues of women and child development.
"She said she was safe. We had long conversations," said the victim's father.
Judith was seized by unknown gunmen late on Thursday. No group has claimed responsibility for the incident.
The incident happened as the Indian embassy issued a security alert last month for Indians staying in and travelling to Afghanistan