Stephen Bethell, 44, from Horsham, was last seen at 1pm on Thursday September 25 at East Surrey Hospital in Redhill.
He had been taken to hospital after being found by a member of the public sleeping rough under the bandstand in Horsham Park a day earlier.
Stephen was treated and discharged from hospital on Thursday afternoon and has not been seen since.
PC Lee Simmonds said: “We are becoming increasingly concerned for Stephen as he was not well when he went to hospital and appears to have no home to go to.
“We do not know if he has returned to Horsham since leaving the hospital or if he is still in Surrey.
“We urgently need to trace him to check he is ok.”
If you know where Stephen is or have seen him email [email protected] quoting serial 469 of 25/09 or call 101.