Maurice James, 29, was last seen on Sunday. He was thought to be depressed and was believed to be going to a nearby beach, police said.
James is described as a black man who is 6 feet tall, weighs about 155 pounds, and has black hair and brown eyes. He was last seen wearing a red T-shirt and black leather pants, according to police.
Anyone with information about his whereabouts is asked to call San Francisco police at (415) 553-0123 or the department's missing persons unit at (415) 558-5508.