Fears are growing that Kalist Musinga, 50, fell into the River Aire after a night out at the New Dock Bar opposite the Royal Armouries.
The Yorkshire and Humber Underwater Search and Marine Unit began a search of the river near the Armouries on Monday morning.
Mr Musinga was last seen by relatives on Thursday night before he was due to attend the party.
Police say the last possible sighting of Mr Musinga was just before 1.30am on Friday outside the Holiday Inn hotel on Armouries Drive.
Det Insp Marc Bowes of Leeds District CID, said: “We are concerned for Mr Musinga’s welfare as it is out of character for him not to be in contact with his family. Searches have been ongoing around the area surrounding the Royal Armouries.
“I’m particularly keen to hear from anyone who was in the vicinity of the Holiday Inn or New Dock, taxi drivers who may have been collecting fares from the taxi rank and security or event staff that may have been working nearby.”
Mr Musinga is described as 5ft 11ins tall. He was wearing a burgundy coloured shirt, black shoes, brown or grey trousers and a black coat.
Call Leeds District CID via 101, quoting log number 1663 from December 19.