We present a preliminary systematic study of the missing (E_T) spectrum in diphoton events for a CDF data sample of 85 pb^-1. The event selection cuts used are looser, but based on, the cuts used for the CDF diphoton cross section measurement. The event with the largest missing E_T is the ee gamma gamma missing E_T candidate event. The distribution shows no other significant deviations from the background estimate. This measurement lays the groundwork for searches for new phenomenon involving diphotons and missing E_T, as is predicted in some models which attempt to explain the CDF ee gamma gamma missing E_T candidate event.