The 42-year-old is a Chinese national and described as being of medium build, with shaved dark hair and a beard.
When he was last seen he was wearing a grey jumper, blue jeans and was carrying a large blue roller suitcase and brown holdall bag.
Sergeant Stuart Byers, based at Paisley Police Station, said: “Lia Yun Xue may have travelled to the Dufftown or Moray area of Scotland.
“Officers have been liaising with colleagues in the north-east of Scotland as well as British Transport Police and have been making inquiries in an effort to trace him.”
The force ask if anyone has seen the man to contact them on their 101 number, quoting reference number 2195 of September 1.
Possible sighting of man missing for over three weeks in Forres and Dufftown