Mr Thomson, 25, was last seen in the Young Street area of Burghead, Moray, at around 11pm on May 1.
Officers are searching in Burghead and the surrounding areas as concerns grow for Mr Thomsons safety.
He is described as 5ft 8in tall, slim and has brown hair and short stubble.
He was last seen wearing a pink sweatshirt, light blue denim jeans and white Gazelle trainers, he may also have a blue waterproof jacket.
Sergeant Stephen Carmichael, said: "James has not been seen or heard from since late last night and there are growing concerns for his well-being.
"We are asking for anyone with knowledge of his whereabouts or any potential sightings to please come forward.
"Any information could prove vital in our efforts to trace him”.
If you have any information you should contact police on 101, quoting incident number 1405 of May 2.