Paul Hemmings, aged 57, was last seen at 12.27 on Monday.
He was on platform 15, boarding a train to Scarborough.
Paul is described as a white man, bald with black and grey hair around the side, five foot six inches tall and of heavy build.
He was last seen wearing a black coat with a furry hood, blue jeans and trainers.
Police say Paul's family are concerned for him.
Anyone with information should call 101 quoting log number 1488 of January 20, 2020.