But his bosses did not raise the alarm until Friday and waited until after the weekend before deciding to call the police.
Mr Williams' naked body was discovered in a padlocked holdall in the bath of his flat in Pimlico, Central London, on the evening of August 23.
The GCHQ warning has been seized on by Mr Williams' parents as possible evidence of a cover-up about the truth of what happened to their son. The intelligence services have always claimed the spy's death had nothing to do with his secret work.
But the warning message appears to contradict this, as it suggests they were concerned about him after they had told him to withdraw from a secret operation.
Gareth's parents, Ian and Ellen Williams, and sister Ceri, from Anglesey, North Wales, believe the dark arts of an unnamed secret agency may have been involved in his death.
Evidence submitted to Westminster Coroner's Court confirms that Mr Williams, who was on secondment to MI6 from GCHQ in Cheltenham, had been involved in covert operations in the months before he died.
The spy worked in a four-man team as an expert code breaker and shortly before his death had been in contact with two secret agents working in the field in the UK.
On August 11 he returned to London following a six-week visit to the US, where he had been part of a contingent of UK spies sent to a computer intelligence conference, known as the Black Hat.
The coroner, Dr Fiona Wilcox, said on Friday that the Las Vegas conference attracted criminal hackers who attend the briefings to keep up with the latest developments in computer technology.
But it is also used by security agencies from Britain and America to target hackers. The FBI has been reported to have sent teams of undercover agents to the conference to break up hacking cells, and al so to mount clandestine operations to recruit criminal hackers as informants.
If Mr Williams had gone to Las Vegas as part of an active intelligence operation he could have been exposed to dangers from criminal hacking gangs.
But GCHQ insists that its officers in the US faced no greater risk than they did in the UK.
His bosses also say Mr Williams, who was due to end his secondment with MI6 in September 2010, had not been working on an undercover operation at the time he went missing.
The eight-day delay in GCHQ and MI6 telling police he was officially missing has provoked accusations from his family that they knew something horrible had happened to him.
The inquest heard of a transcript of the call, made at 4.41pm on the 23rd by senior GCHQ officer Helen Yelland, in which she said: He was last spoken to on Friday 13th. He was expected into work all of last week and did not appear. Both the landline and mobile phones are not picked up. The mobile is switched off. His sister was expecting to stay with him on Wednesday this week and she has not been able to contact him.
The Metropolitan Police operator asked if there were any concerns, to which Ms Yelland replies: He is going to be coming back to Cheltenham because he's just been pulled back from a job he's supposed to do and we are not sure how he's taken that.
Police suspect another person was involved in Mr Williams' death and experts believe he was likely to have been unconscious or dead when he was placed in the bag.
Forensic experts are still examining Mr Williams' mobile phone after it emerged on Friday that all the data on it had been wiped.
Detective Constable Robert Burrows told the inquest that he was unable to say when the iPhone, which was found in the living room of the flat, had been wiped before or after the spy's death.
The inquest has also heard how traces of the date-rape drug GHB were found in Mr Williams' body.
Forensic scientist Denise Stanworth said the traces were probably naturally occurring, which is common after death, but admitted she could not rule out that it had been taken.
MI6 has apologised for failing to raise the alarm about his disappearance, conceding the error may have hampered police inquiries. The inquest will tomorrow be told the results of an investigation into a second post-mortem examination ordered by the coroner's office in the days after Mr Williams' death.
The spy's family want to know why the police were not informed of this post-mortem examination, as they would have been in an ordinary murder inquiry.
During the inquest, spies from MI6 and GCHQ have given evidence behind screens to protect their identities and Foreign Secretary William Hague has signed an order prohibiting the disclosure of details of Mr Williams' work. The family's barrister, Anthony O'Toole, told the inquest that since MI6 performed such an important job it was even more vital that Mr Williams' team leader known as Witness G should have done more to raise the alarm about the spy's absence from work.
It took Witness G five days before he visited Mr Williams' flat. The team leader has told the inquest he had been preparing to go into the field on a secret operation in the week the Welsh spy went missing.
The coroner has heard the dead spy was considered a world-class intelligence officer by GCHQ. Stephen Gale, Mr Williams' boss in Cheltenham, said the maths prodigy had won two awards for his code-breaking work.
Dr Wilcox has intimated that she is prepared to consider a verdict of unlawful killing if she believes another person was involved in the death.
The family want the coroner to explore the possibility that Mr Williams' flat may have been wiped of other people's DNA and the spy's office computers tampered with.
The electronic equipment was handed to Scotland Yard's counter-terrorism command, SO15, on August 27, four days after the death came to light, the inquest heard.
Mr O'Toole noted there was not any statement from any person at GCHQ to say that equipment was not tampered with in the interim period.
But Superintendent Michael Broster, who was responsible for SO15's involvement in the investigation, insisted Mr Williams' workplace had been sealed and taped.
- Daily Mail
