The 31-year-old was last seen on Sunday afternoon in the Inchkeith Road area of the town.
He is described as being approximately 6ft 2in tall, of heavy build, with brown coloured hair and brown eyes.
He has a tribal tattoo on his right arm and a Manchester United tattoo on his right leg.
When last seen, he was wearing navy jeans and a black and white adidas zipped hooded jacket.
Police are appealing for anyone with information to contact them.