Dean Alsopp, who is 32, was last seen at Halifax bus station at around 1.30pm yesterday.
He is described as being about 5ft 8ins tall and of very slim build.
He was last seen wearing a black leather jacket, navy blue tracksuit bottoms and black shoes. He was also carrying a multi-coloured shopping bag.
Dean has learning disabilities and there are concerns for his welfare.
Officers believe he may still be in the Halifax area and are making enquiries to locate him.
Anyone with information that may assist in locating him is asked to contact police on 101 or via the West Yorkshire Police website, quoting log 760 of today.