Man missing after police chase in Sydney's west

A 22-year-old man believed to have been involved in a police pursuit in Sydney's west has gone missing.

Police say they attempted to stop a vehicle in Penrith on April 24 and when the driver allegedly failed to pull over, they gave chase.

The vehicle eventually came to a stop and two men and a woman were arrested.

It is now believed a fourth person - Jordan Morris - may have been in the vehicle at the time.

Mr Morris has not been seen since April 24.

He was reported missing on May 26 and police have launched a critical incident investigation.

He is described as being of Caucasian appearance, about 165-170cm tall, slim, with brown hair and blue eyes. He has tattoos on his left wrist and lower arm.