A search and rescue operation is under way for a woman who went missing in bad weather in the early hours of Sunday.

Police were worried for 36-year-old Nicola Hedley's welfare after she went missing from an address in Harington Pt, Dunedin, about 2am on Sunday.

Heavy rain and less than ideal conditions at the time she went missing were cause for concern, police said.

Hedley, known as Nic, was reported missing to police yesterday evening.

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Police and LandSAR volunteers are searching Harington Pt and the surrounding areas today along with friends and family.

A coastal sweep is also being carried out by surf lifesavers on inflatable rubber boats.

Police asked people living in the Harington Pt area to check their properties, garages and outbuildings in case Hedley had sought shelter in the area.

Hedley was described being of average height and build with long dark hair shaved on one side.

Anyone with information on Hedley's whereabouts was asked to contact Dunedin Police on 03 471 4800.