Antoine Maury, 21, was last seen in Milton Road West at around 11pm on Monday, after having been with friends.
He has not been seen since and police say they are growing increasingly concerned for his welfare.
A police helicopter was involved in the search. Mr Maury is described as being white, around 6ft tall, of medium build, with short brown hair, a beard and a fair complexion. He has a tattoo of a bleeding hand on his forearm.
French student Antoine Maury
He was last seen wearing a brown/green bomber jacket with dark chinos and a white beanie hat. He is thought to have been wearing black and white Vans trainers.
Inspector Neil Clyde, of Craigmillar police station, said: “Antoine is new to Edinburgh and will not familiar with the layout of the city.
“With this in mind we believe he may be lost and we are eager to trace him as soon as possible.
“We would ask anyone who has seen Antoine or recognises his description to contact police on 101.”
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