Goffredo Bondanelli, a 56-year-old German national, was last seen in Fort William on 3 May boarding a train to Lochaillort.
He was planning to undertake a five-day, 76km walk between Lochaillort and Glenfinnan, with plans to return to Glenfinnan on the 8 May.
Police, who have issued a CCTV image of Mr Bondanelli setting out on his walk, said he would have been camping out on hills and Corbetts during this five day period.
His journey would have included Coire na Cnamha, Lochan Feith Easian, Sgurr an Utha.
He was possible walking on the nearby A830 at times.
A Police Scotland spokesman said: “Mr Bondanelli is an experienced hillwalker and is well equipped. He has a green tent and dark rucksack.
“Mr Bondanelli was possibly due to return by train on 8 May from Glenfinnan to Fort William or Arrochar, Argyll, but he may have used a bus service.
“Enquiries are currently being carried out in Argyll to establish if Mr Bondanelli has been in the area.
“In Lochaber, officers are currently searching in the areas between Lochailort and Glenfinnan on his route, but welcome more information about Mr Bondanelli’s movements or contact with other walkers.”
He is described as being around 5ft 10in in height, of an athletic build, with dark and grey hair, and possibly stubble or light beard. He was wearing dark outdoor clothing.
The spokesman said: “We would urge anyone who is wallking or taking part in outdoor pursuits in the Lochaber and Argyll area to make contact if they have seen or had contact with a man matching Mr Bondanelli’s description, or if they have any information to assist the search.
“Please contact 101 with any information.”