Vasile Coceban was reported missing by staff at the Park Royal Centre for Mental Health in Acton Lane just before 10.30am on April 16.
Officers have released images showing Vasile on the morning he went missing where he can be seen wearing a purple camouflage hooded top, grey tracksuit bottoms and light-coloured trainers.
At around 4.20pm, the 36-year-old was seen on CCTV in a shop in Kilburn High Road wearing a grey tracksuit top and a red t-shirt, carrying a black rucksack he had bought.
He is described by police as white, 5 ft 4 inches tall, of average build with brown hair.
While officers believe it is likely he is still in north west London, in particular Brent, enquiries suggest that since he went missing he has travelled to Hyde Park in Westminster and back again, likely using the train network.
Detective Superintendent Andrew Brien, from the North West Command Unit, said: “A high risk missing person investigation was quickly launched when we learned of the risk posed by Vasile.
“It is important we return him to the facility where he is being treated.
“Extensive patrols have been conducted in the area where he is believed to be, but we are now appealing for the public’s help.
“It is possible that Vasile is sleeping rough or camping in the Kilburn area or nearby.
“Please check any sheds or gardens and keep your eyes peeled if walking in parks and open spaces.
“Your information could be key to helping us find Vasile and keeping the public safe.”
Anyone who sees Vasile is urged not to approach him but to call 999 instead, providing the reference 01/7385436/25.
Anyone with other information should call the police non-emergency number on 101.