The 47-year-old was last seen in the Spa Grange area in Ballynahinch, Co Down, at around 11pm last night.
Keith is described as 5′ 10″, medium build with brown hair and green eyes.
He’s understood to be wearing a black woolly hat, blue jeans, brown boots and a hi-vis jacket.
Keith had left home to walk the family dog, a black and white Jack Russell, and may still have the dog with him.
A police spokesperson said: “We are appealing for Keith, or anyone who knows of his current whereabouts to please get in touch on 101.”