A heavily pregnant woman has gone missing from Palmerston North Hospital, sparking concerns for her wellbeing.

Police said 31-year-old Christine Smith who was last seen at the hospital at 1.20pm today.

She is 38 weeks pregnant and police say they have concerns for her wellbeing.

Anyone who sees Smith is asked to call 111 immediately. Alternatively, information can be reported to Crimestoppers on 0800 555 111.