The park is near the Grand Canal canal towpath on the River Brent where 14-year-old Alice Gross was last seen.
She has been missing since 28 August, when she was filmed on CCTV walking along the canal.
Detectives say part of Elthorne Park, which has been cordoned off this morning, was an "area of interest".
Met police are also still searching for convicted murderer Arnis Zalkalns, named as the prime suspect in the case.
The 41-year-old was filmed cycling along the canal 15 minutes after Alice was seen and went missing from his Ealing home on 3 September.
Zalkalns, who comes from Latvia, was convicted of his wife's murder in 1998 and served seven years in jail before moving to the UK in 2007.