The man was initially seen at 6.53pm on Saturday, January 1, near the junction of Emsworth Common Road and Woodberry Lane, according to police.
A Sussex Police spokesperson said, “He seemed confused but made off into a woodland area north west of the junction at about 7.08pm.
“He is white, aged in his 30s and was wearing a grey top with reflective stripes, jeans and a baseball cap.”
Sergeant Ross Beaumont added, “We are concerned about the man and if anyone has seen him or has any information that could assist in locating him, please contact us.”
Anyone with information is urged to report it online or by calling 101 quoting serial 1282 of 01/01.