Jane Thompson, who is 56 and originally from the North East, was last seen leaving the Premier Inn on Burniston Road in Scarborough at 2.15pm on November 29.
Her famil have since been unable to contact her, and North Yorkshire Police have now classified her as a high risk missing person.
A statement from the force said: "Officers are currently carrying out enquiries to locate her but are growing increasingly concerned for her welfare and are now treating her as a high-risk missing person.
"They are now asking for anyone who may have seen Jane, or who has information about her whereabouts, to contact them immediately. She is described as white, 5ft 4ins tall, with shoulder length light brown and grey hair, which she may have tied up in in a ponytail and slicked back.
"Jane was last seen wearing a blue puffer jacket, grey skirt, grey tights and grey shoes as shown in the picture."
Police said anyone who has information that could help them should call 101, but anyone who has an immediate sighting of Jane should call them on 999, quoting reference number 12210251818.