The man is reported to have walked into a city centre restaurant last night and made some "concerning comments" to a member of staff before walking off towards the City Park area.
A spokesman said: "Officers have been making enquiries across Bradford to locate this male and are now appealing to the public’s help with this matter."
The man is described as being of large build, around 5ft 9in and is believed to be in his thirties.
He was wearing a navy blue tracksuit top, navy jogging bottoms and black trainers as well as a pair of black headphones.
Anyone who may be able to identify the man is asked to contact Bradford District CID on 101, quoting log 1819 of 5 March.