Police in the United States say a missing former army reservist with alleged ties to a neo-Nazi group is likely to have walked across the border from Manitoba and may have weapons.

Patrik Mathews was last seen by family members in Beausejour, northeast of Winnipeg, on Aug. 24.

RCMP have said they found his vehicle Monday on a rural property near Piney in the province's southeast, about nine kilometres from the U.S. border.

Kittson County Sheriff Mark Wilwant says a bulletin was issued to nearby counties to be on the lookout for Mathews.

He says it's assumed the 26-year-old walked across the border in a remote area and that he could be carrying weapons.

Wilwant says there's a concern for public safety because of Mathews's "ideologies."

"He's exhibited behaviours before that are concerning with his beliefs."

A similar warning telling people not to approach Mathews is posted on the Facebook page of the Roseau County sheriff's office. It also says there are false Facebook postings that say Mathews is wanted for a homicide.

Mathews, a combat engineer with 38 Canadian Brigade Group in Winnipeg, was featured in a Winnipeg Free Press story two weeks ago linking him to a neo-Nazi group.

The Department of National Defence said last week it had relieved Mathews of his duties, expediting an earlier request he made to leave the military.

Mathews had turned in his uniforms and was never issued any military weapons, the department said.

The military is still investigating Mathews and his ties to the hate group. RCMP are also investigating. Officers have said they raided a house in Beausejour and seized a number of weapons.

No charges have been laid and no arrest warrant has been issued.

RCMP said Tuesday that Mathews is being sought as a missing person.

"The RCMP believe Mr. Mathews may be under a significant amount of pressure due to this ongoing investigation and the extensive media coverage it has garnered," said a news release.

"Anyone who sees him is asked to call police immediately and to avoid engaging with him."