Gareth Shutt, 33, was reported missing on Monday.
He was last seen on CCTV footage, captured at Keighley railway station, at about 9.30pm the same day.
Police say they are now growing "increasingly concerned" for his welfare, and have urged anyone who sees him to get in touch.
Mr Shutt is believed to have travelled by train to Lancaster and enquiries to find him are ongoing.
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."
He is described as being white, about 5ft 6ins tall and of slim build, with short, brown hair.
Mr Shutt was last seen wearing a black Superdry jacket, dark blue jeans and grey Nike trainers with luminous yellow laces.
Anyone with information is asked to contact Bradford District CID on 101, quoting log 1861 of December 10.