(CNN) -

If prosecutors plan to argue former New England Patriot Aaron Hernandez was the one who fired seven rounds into Odin Lloyd, they won't able to show the alleged murder weapon to make their case.

That's because the .45-caliber gun used to kill Lloyd has never been found.

"That's a hurdle," attorney and sports analyst Michael McCann told CNN.

Prosecutors have charged Hernandez, Ernest Wallace and Carlos Ortiz with first-degree murder, however, more than a year since the June 17, 2013, homicide, prosecutors have yet to definitively say who was the alleged trigger man.

All three men have pleaded not guilty.

Despite extensive searches of Hernandez's home, his apartment, his cars, an uncle's home, the crime scene, woods, dumpsters, and a lake in Hernandez's hometown of Bristol, Connecticut, what happened to the alleged murder weapon remains a mystery.

"To be sure, someone can be convicted without a murder weapon," McCann said. "We know that. But it's harder."

Authorities said in court that they recovered five rounds from Lloyd's body. An autopsy revealed two more rounds went through his body. Those rounds were later dug up from the soil in the industrial park where Lloyd was shot. A shell casing was also found in the rental car that prosecutors say Hernandez drove to the crime scene.

All the rounds are .45 caliber, according to authorities.

Surveillance video from Hernandez's home security system shows the former NFL player arriving back at his house with two other people, according to the district attorney. Prosecutors believe the gun seen in Hernandez's left hand is the alleged murder weapon, according to a source with knowledge of the investigation.

"He's last seen with the firearm before he goes down to the basement door," Bristol County District Attorney William McCauley told a judge at a June 16 hearing.

Two witnesses have testified before a grand jury that Hernandez kept a .45 gun in a black metal box in his basement, McCauley told the court.

The day after Lloyd's body was found, Hernandez sent a mysterious "coded" text message to his fiancée Shayanna Jenkins and asked her get something out of their basement, according to search warrant affidavits.

"Go back in back of the screen in movie room when u (sic) get home an (sic) there is a box...jus (sic) in case u (sic) were looking for it!!! ... WAS JUST THINKIN bout that lol wink wink love u TTYL....K"

"TTYL" is common shorthand for "talk to you later."

A home surveillance video shows Jenkins leaving the house about an hour later and carrying something "rigid" and "consistent to a lock box or safe" placed inside a garbage bag and covered with children's clothing, according to the documents.

Jenkins later testified before a grand jury. According to prosecutor McCauley, "She said it was a box ... and it was heavy, it was approximately 25 pounds."

On video, Jenkins is allegedly seen returning home without the "rigid" item. Prosecutors said Jenkins testified she got rid of the box.

"It goes into the dumpster," McCauley told a judge. "Later on when she's questioned about that, she can't recall where she put that. That item or items were never recovered."

Jenkins has been charged with perjury and has pleaded not guilty. Her attorneys have said they will not comment on her case.

In pre-trial hearings, Hernandez's lawyers have argued prosecutors have no evidence as to what was in the box.

"I mean, who knows?" co-counsel James Sultan told the court. "It could be drugs, it could be something that was connected to this crime that he knew about, that he was covering up for somebody else after the fact. There are all kinds of possibilities ... But that's not probable cause that he committed murder."

Authorities did seize other guns from the former tight end's home and apartment, as well as .45 caliber ammunition. Hernandez also has pleaded not guilty to five other weapons-related charges.

Unlike the missing weapon in the Lloyd case, police have found a .38 caliber gun they accuse Hernandez of using to kill Safiro Furtado and Daniel Abreu in Boston in July 2012. Police have not established a connection between the gun and Hernandez.

Hernandez is charged as the sole shooter in that case and has pleaded not guilty.