Police are appealing for help to find a 39-year-old Dandenong woman last seen approaching the beach at Parkdale, in Melbourne’s south, on Wednesday.

Yun, also known as Michelle, was captured on a CCTV camera filling up her car at a service station on Tuesday morning.

A dark haired woman in a black top with white polka dots sits at a table holding a phone and handbag, staring off camera.

Dandenong woman Yun, 39, was last seen in a Parkdale foreshore car park on Wednesday.

  (Supplied: Victoria Police)

Another camera captured her on Wednesday walking through a foreshore car park on the corner of Rennison Street and Beach Road in Parkdale at 5:45pm.

Police said the footage showed her walking towards the beach.

Officers found her vehicle still in the car park with her phone inside on Friday night.

Police and family members have expressed concern for Yun, describing her disappearance as out of character.

Until Tuesday, she was in regular contact with her family in China.

Her father will address the media at a press conference today.

The Air Wing, Water Police, Australian Volunteer Coast Guard and uniform officers conducted a large search of the Parkdale foreshore and water yesterday.

An image from CCTV footage of a dark haired woman in a black top and pants walking between a petrol bowser and a white car.

Yun was captured on CCTV filling up her car in Glen Waverley on Tuesday. (Supplied: Victoria Police)

Police and State Emergency Service volunteers will conduct a line search of the area surrounding the car park today.

Officers are appealing for anyone who sees Yun to call Triple Zero (000) while anyone with information on her whereabouts is urged to contact Dandenong Police Station on (03) 9767 7444.