Indeed, it has to be leaking. However, there can be a few places it can go. The radiator or hoses leaking, or worse, into (or out of) the engine. Even the heater core is possible.
To check hoses, look for crusty antifreeze residue or even dampness at the ends of hoses and on the engine. Check the water pump that it is not seeping when the engine is running. And check the exhaust - if there is oily residue and/or the exhaust has a sweet smell of antifreeze, you're losing coolant into the combustion chamber. You may even notice more white exhaust than usual. Typically this would be a head gasket issue.
If it is the heater core, you'd likely notice coolant in the passenger area as well as smelling coolant in the area.
Hopefully it's an easy find - like a puddle under the car - that leads you to the radiator or a hose. Head gaskets can be pricey sometimes (due to the labor).