Philip Jones, 84, has been missing from his home in Westbourne Grove since 5pm on Friday (May 19).
Taking to Twitter, the force said: "Can you help find Philip Jones, 84, missing from his home in #WestbourneGrove since 5pm on 19 May? Westminster.
"Call 101 with info."
Police are urging anyone with information relating to the whereabouts of the pensioner to get in touch by calling 101.
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