Stephen Talbot, 58, from Wamphray, was last seen at about 16:00 on Monday.
He had been on a camping trip at Garrogill, near Moffat, and is thought to be wearing a maroon jumper, dark jogging trousers and walking boots.
Moffat and Galloway Mountain Rescue teams have been helping with the search.
Insp Gordon McKnight said that as time passed concerns for the welfare and safety of Mr Talbot were growing.
"We have carried out intensive searches of the area this week, in what I would describe as fairly challenging terrain due to the current state of the summer growth of vegetation in the area," he said.
"The search continues and will do so over the weekend with the invaluable assistance and support of the mountain rescue personnel.
"At this stage there are no indications, or indeed sightings which lead us to think that Mr Talbot is not still in the area where we are concentrating our searches."
However, he said that if anyone had spotted the missing man further afield they should contact police immediately.
A police helicopter has joined the search operation to try to find a man who went missing after a camping trip near Moffat.