The video released Tuesday night by Woodland Park, Colorado, police shows Berreth, 29, entering a Safeway store near her home with her baby in a car seat. Berreth is seen getting a shopping cart before she goes out of the view of the camera.
Police officials said the video was taken at 12:27 p.m. on Nov. 22 and is the last confirmed sighting of Berreth.
While the footage does not show Berreth leaving, police said her fiancé, Patrick Frazee, the father of her child, told investigators he met Berreth later that day to pick up their daughter. Berreth and Frazee do not live together, her relatives said.
Berreth, a flight instructor, hasn't been seen since.
Frazee has yet to publicly comment on Berreth's disappearance.
Frazee's attorney, Jeremy Loew, released a statement to ABC News on Wednesday, saying Frazee had been cooperating with law enforcement. He has voluntarily released his phone to be searched and has provided a DNA sample.
"Mr. Frazee hopes and prays for Ms. Berreth's return," Loew said. "Mr. Frazee will continue to cooperate with law enforcement and continue to parent the child he shares with Ms. Berreth. He will not speak to the media about this case, as he does not want to impede law enforcement's investigation."
Woodland Park Police Chief Miles De Young told reporters earlier this week that Frazee has been cooperating with investigators in the missing person case and that he is not a suspect.
Berreth was officially reported missing on December 2 by her mother, police said.
Further deepening the mystery is a ping from Berreth's cellphone that was detected by police on Nov. 25 near Golding, Idaho, some 700 miles from Woodland Park. But police have found no other evidence of Berreth in Idaho, officials said.
De Young said that on the same day Berreth's cellphone pinged in Idaho, her employer, Doss Aviation, in Pueblo, Colorado, received a text message presumably from Berreth stating that she would not be able to work the following week.
Berreth is described as a white female with brown hair and is approximately 5'3'' and 110 pounds. She was last seen wearing a white shirt, gray sweater, blue pants, white shoes and carrying a brown purse.