Bret Hill, 50, was last seen at 5.30pm on Sunday on Hillside Drive in the Upper Hutt suburb of Māoribank.
Police have asked locals to check CCTV and their properties for any sign Hill may have been there, such as a shed left open or items out of place.
His son Trenton Hill, 20, told RNZ police commenced a large search effort after his father had been missing for 48 hours.
"They are checking all CCTV in the area, we [have] found a couple of videos of him walking on Fergusson Drive by Māoribank up the top of the hill."
He said in the video he was headed towards Totara Park or the nearby duck pond, so they had been focusing their search efforts near there.
Trenton said they had received reported sightings across the Lower Hutt area and in Porirua, but they had not turned out to be his father.
He told RNZ his father's car and most of his belongings were still at home.
"[He took] his vape, his phone and a couple [of] smokes, but other than that it is very unusual for him to leave a full pack of smokes at home when he goes off like this."
Trenton said his dad had just got a new job and had been doing really well for the past three years. He said he had a past of mental health issues, but it had been a long time since he had "an episode".
"It's been three years, nearly four years since the last episode, so this coming out of nowhere, just doesn't make sense."
Hill said the key locations for the search were Fergusson Drive, Trentham, Silverstream, Totara Park Harcourt Park, Naenae and Taita.
He told RNZ if someone saw something of note, people could contact him via his Facebook profile "Trent Bone".
The 50-year-old was described as 195cm tall, of solid build, with black hair and a short, white beard. He was last seen wearing black shorts, a dark green t-shirt, a black hoodie, black jandals and a cap.