Neil Evans, 35, was last seen at an address in Haven Road on Wednesday around 16:38 GMT.
He is described as white, 5ft 2 ins tall, with short mousy brown hair.
“Neil went missing yesterday afternoon and attempts have been made to locate him. We are aware that Neil may have been upset when he left and due to the passage of time he has been missing we are becoming increasingly concerned for him.”
According to Dorset Police, he was wearing a white T-shirt, blue hooded top, grey jogging bottoms, black trainers and a black coat.
Chief Inspector Lane Cliff, of Dorset Police, said: “Neil went missing yesterday afternoon and attempts have been made to locate him. We are aware that Neil may have been upset when he left and due to the passage of time he has been missing we are becoming increasingly concerned for him.”
