Missing Sydney bushwalker walked home on his own despite police rescue operation

A 54-year-old man who spent the night missing in dense bushland at Kurrajong Heights, in Sydney's north west, has made his own way home despite a large police rescue operation.

Richard Churchill said he wasn't lost - it was an unfortunate set of circumstances.

"I was not lost. In that sense, not irretrievably lost," he told 9NEWS.

The Kurrajong Heights man had set off with a friend, Russell Holley, at 1.30pm yesterday towards Wheeney Creek and Lagoon Creek, travelling off-track.

The pair left to come home at 4.30pm but Russell pushed on ahead to find phone reception and Richard was left behind, unable to find the path back. His phone ran out of battery a short time later.

"He was knackered, he was cramping up, he had very little battery left on his phone," Mr Holley said.

"I decided to head to the summit on the next ridge and that is sort of where we got separated."

Russell and his wife spent hours on horseback and motorbike searching from him.

After no word came from Richard by 9.30pm and darkness had fallen, an official police search got underway this morning.

Commander James Stewart of the NSW Police said: "(There is) always concern when someone goes missing in bushland like this.

"We don't know if they've fallen, they're injured, unable to respond.

"There are a number of things that could happen to a person out there and we aren't able to assist because we can't locate them."

Despite spending the night in a cave on a high ridge, he says Wollomi is his second home.

"I enjoyed the cave that I found," he said.

"It's a beautiful little cave."

At first light, he went cross-country and found a fire trail, making his way back to Kurrajonj Heights, where a passing motorist dropped him home uninjured and in good spirits.