Victoria Police believe 43-year-old Adrian Romeo has met with foul play.
Investigators executed a search warrant at a property in Wildwood, on the north-west outskirts of Melbourne, on Tuesday morning.
Mr Romeo, from Craigieburn, was last seen on February 10 when he told his parents he was going to Greenvale, a 15-minute drive from Wildwood, to visit some friends.
Police are also searching for Adrian Romeo's 2004 gold Toyota Camry. (HANDOUT/VICTORIA POLICE)
He was driving his 2004 gold Toyota Camry at the time, which police are yet to find.
Mr Romeo has not been seen or heard from since and his phone and bank cards have not been used.
On Sunday, Homicide squad Detective Inspector Dean Thomas said police had received anonymous information indicating people who knew Mr Romeo's movements "at the very end".
"I appeal to those people that have provided that information that they contact Crime Stoppers or their nearest police station so that we can ... pursue further investigations in relation to the information that they have," Det Insp Thomas said.
Mr Romeo's disappearance has been deemed out of character, he had little involvement with the police and there was nothing to suggest he had links to organised crime.
Mr Romeo's cousin, Charlie, described the missing man as a loving and caring person.Â
"He was loved by a lot of people. How this happened ... we don't know," he told reporters on Sunday.
"The family is distraught. We are holding on to hope ... waiting for him to walk through the door."