The 40-year-old is believed to have then walked towards Waterton Road, near the allotments but has not been seen since.
Police say it is “out of character” for him not to have been in touch with his family and are appealing for anyone with information about his whereabouts to come forward.
Mr Scaife is described as being around 5ft 7ins, of medium build with brown hair.
When last seen he was wearing blue jeans, a black jacket and red Adidas trainers.
PC Deborah Archibald said: “It is out of character for Ross not to be in touch with his family and concerns are growing for his welfare and we just want to know that he is safe and well.
“If anyone has seen Ross or knows where he is then please contact us on 101, quoting incident number 01605 of Monday, 21 March, 2022.”
Man, 40, missing after Stereophonics show at Aberdeen’s P&J Live