Around 1.30 pm on Monday, police received a report that a man was acting strangely on the rocks beside the harbour in Donaghadee.
Police say: “It appears this man was gesticulating (possibly saluting) and talking loudly to himself (he may have been singing).
“He is described as 6’1” tall, heavy build wearing a black coat and a military style cap with a blue ribbon around it.
“This man has now disappeared and police and coastguard are trying to locate him. It is thought he is not a local.”
Police have appealed for anyone with information about the man and his current whereabouts to contact them 0845 600 8000.