DIXMOOR, Ill. (CBS) -- A missing man from Chicago was found dead on the side of the road in the southern suburbs Wednesday -- family members said they made the gruesome discovery.

The family of Aaron Neal has been searching for the 24-year-old ever since he went missing Saturday. On Wednesday afternoon, his family said they found his body on the side of the road in Dixmoor.

Neal's family was torn apart after they said the search for him came to a devastating end near the Dixmoor Playfield.

"And I'd seen family members on the left side of the road, running, and they were screaming: 'We found him! We found him! We found him!'" said family friend Brandy Martin.

Martin helped organize the search for Neal. She even posted daily updates of the efforts to find the 24-year-old.

"They started searching on Monday," Martin said.

Martin said several shell casings were found on Thornton Road near Ashland Avenue -- not far from where they say Neal's body was discovered.

"From what I could see, it was like maybe two to three gunshots to the back,' Martin said. "They found him in the middle of the road themselves -- not the police, the family found him."

Family said Neal was last seen Saturday night on surveillance video leaving his grandmother's house in the West Englewood neighborhood. He got into a white car, and his family reported him missing after they didn't hear from him.

"Being out here for four days searching looking for my nephew, and then finding him exactly where we've been looking for four days is disappointing," said Neal's aunt, Shaka Ford, "because we were out here with the police."

Neal's family said a major break in the case was after a fisherman found Neal's phone in recent days.

"I'm just broken," said Neal's sister, Aliyaah Simons. "I'm sad that my brother -- I'm sad that I'm never going to see my brother again."

"It shouldn't have taken this long to find him," said Ford.

The Cook County Medical Examiner's office will formally identify Neal's body.