Michael Cain, 62, was visiting Skegness from the Durham area and has not been seen since 3pm yesterday.
He was with his family in the Lookout Pub at Roman Bank, Skegness when he went to the toilet and did not return.
Police and family are concerned for his welfare.
Mr Cain is described as 5ft 9in tall with short grey hair, balding at the back and with a grey beard.
He was wearing Adidas trainer shoes, a white and brown patterened shirt and navy jeans.
Anyone who thinks they may have seen him is asked to call police on 101 and quote incident number 274 of July 25.