Police were called by motorists concerned about the man's safety after spotting him walking along the A16, at about 8.45pm yesterday (Saturday).
One motorist stopped to offer the man help on Peaks Parkway, near the Low Farm roundabout, but he declined.
A spokesperson for Humberside Police said: "We also carried out extensive searches of the area to ensure he got home safely, but were unable to find him."
The man is described as white, balding, with grey hair and glasses. He was wearing a white shirt and a grey jumper.
Anyone with information is asked to call police on 101, quoting log number 495 of March 3.