Gareth Shutt, from Keighley, was reported missing on Monday evening.
He was sighted on CCTV at about 7.30pm on the same evening at Keighley railway station.
Police believe he travelled out of the area by train to Lancaster. Officers are now conducting a number of enquiries to find him.
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The 33-year-old is described as white, 5ft 6ins tall and of slim build with short brown hair.
He was last seen wearing a black Superdry jacket, dark blue jeans and grey Nike trainers with luminous yellow laces.
Detective Sergeant Steve Wedge of Bradford District CID, said: “We are increasingly concerned about Gareth’s welfare and would like to speak with anyone who has seen or has information about him.
“Anyone who can assist our enquiry is asked to contact Bradford District CID at West Yorkshire Police on 101 referencing police log 1861 of December 10.”