An investigation has begun after a 38-year-old man did not return from a camping trip near Jervis Bay on the NSW south coast.

Christopher Moore was left on Twelve Mile Road, Jerrawangala, roughly 32km south of Nowra, at 10.30am on Wednesday.

He was scheduled to be picked up at the same spot on Friday, but he failed to appear.

South Coast Police, Police Rescue, and members of the SES and Rural Fire Service, are searching for him.

Police and family are concerned for his welfare.

He is white, about 180cm tall, of thin build with short light brown hair, a beard and a moustache.

He was last seen wearing khaki and black pants and a khaki-coloured hooded jumper.

Police say he is believed to be in the Jerrawangala or Wandandian areas.