A search has entered its third day for a 35-year-old man who has been missing in thick bush at Sawers Valley, east of Perth.

Paul Pyke vanished while riding a quad bike with two friends on Sunday morning.

An extensive air and ground search has failed to locate him with authorities concerned for his welfare in searing temperatures that have peaked at 40 degrees.

State Emergency Service volunteers and police officers have searched since the alarm was raised while a police helicopter armed with a heat-sensing camera has combed the bush trying to find him.

Officers and volunteers spent part of the night continuing to look for Mr Pyke who was not carrying any emergency supplies with him.

Authorities say the quad bike rider had no water or food and they hold grave concerns for him.

Police say today's search will involve a large number of SES volunteers, mounted police and at least two aircraft.