Thomas Llyr Parry, 36, of Holyhead, has not contacted his family since 8 February.
The grey van he was travelling in was found on Tuesday along with some of his belongings in the Bolonia area of Andalucia.
North Wales Police said it was liaising with the Spanish authorities.
Mr Parry left the country at the end of January and is believed to have travelled to France, Portugal and Gibraltar before going to Spain.
He is described as being between 5ft 8in and 5ft 10in tall, of stocky build, with short straight brown hair.
A man from Anglesey who has been travelling across Europe has been reported missing in Spain.