A woman’s cry and screams were heard coming from the Baden-Clay’s house the night Brisbane mother Allison Baden-Clay vanished, a court has heard.

A woman’s cry rang out in the Baden-Clays’ suburban Brisbane street the night Allison Baden-Clay vanished, a court has heard.

Neighbours have told the murder trial of Gerard Baden-Clay they heard a yell or screams coming from the direction of the couple’s house on the night of April 19, 2012.

Baden-Clay, a former real estate agent, reported his 43-year-old wife missing from their Brookfield home in Brisbane’s west the next morning.

He is standing trial in the Brisbane Supreme Court charged with her murder.

“I can’t describe it as a scream, it was more of a startled, cut-short exclamation,” said Kim Tzvetkoff, who lived across the road from the couple.

His wife Julie said she heard “a sharp yell out, like an urgent yell out”.

“I believe it came from the area of the Baden’s house,” she told the court.

Several streets away, Fiona White said she heard two high-pitched screams, like “someone falling off a cliff”, about the date of the woman’s disappearance.

Another local woman told the court she heard an argument, a scream, a “loud thud” and the screech of car tyres that night.

Under cross examination she agreed she didn’t tell police when they doorknocked her house 10 days later, and didn’t report it until May 30.

And a man who lived 500 metres from the bridge above where Allison Baden-Clay’s body was found said he heard two heavy thuds “like a sandbag” being thrown on the ground, then a car door shutting that night.

Meanwhile, Gerard Baden-Clay’s father told the trial that although he was very close to his son, Gerard and Allison had been a “private” couple.

Nigel Baden-Clay’s first statement in the witness box was to correct the prosecutor’s pronunciation of his son’s given name.

Mr Baden-Clay told the court he found out about Allison’s depression well after she married his son, and that sometimes when he visited them the house would be in semi-darkness, with Allison lying on the couch.

He said his son phoned him on the morning of April 20, 2012.

“Gerard said to me, dad, I don’t want to alarm you but have you seen Allison?” he said.

“She hasn’t come back from her walk yet and I’m a bit worried about it.”

According to Mr Baden-Clay, his son sounded “anxious but trying to be calm” and the older man went straight over to mind the children while his son looked for his wife.

Allison Baden-Clay’s body was found 10 days later on a creek bank in nearby Anstead.

Baden-Clay, 43, has pleaded not guilty to murder.

He again shed tears during Thursday’s proceedings when a distressing video recording of his youngest daughter being interviewed by police the day her mother went missing was played to the jury.

Baden-Clay cried in the dock on Wednesday when similar recordings of his two other daughters were shown.

The trial continues.