Australian soldier Captain Paul McKay who has been reported missing in the U.S. since New Year's Eve seemed had no plans of returning to his native Canberra.

About close to 100 personnel from different departments of the New York state have joined in the search operations for the missing Aussie military man.

Warming temperatures are slowly thawing ice in most parts of the U.S., enabling authorities to conduct the operations.

Captain McKay, an Afghanistan veteran, was last seen near the town of Saranac Lake in New York state on Dec 31. He was reportedly suffering from post-traumatic stress disorder.

Based on initial mapping, authorities theorised that Mr McKay could have been held up somewhere by the freezing weather conditions.

"The wooded area where he was last seen, some areas it's really thick and it's difficult to get through," Bruce Nason, Saranac Lake police chief, was quoted by ABC News.

Mr McKay reportedly travelled to Saranac Lake on Dec 30. He stayed there overnight at the Best Western Inn before leaving the next day.

But Mr Nason has other theories based on the email that Mr McKay sent his family before he went missing.

"The email that he sent to his father, he pretty much gave all property and possessions to his father, and there was some other information I'm not going to get into detail with, but it led us to believe that he didn't plan on returning," Mr Nason said.

James Law, Saranac Lake Police Department sergeant, said there had been no activity on Mr McKay's bank accounts nor on his phone and social media accounts since he disappeared.

Some of the organisations assisting in the search include the New York State Forest Rangers, Lake Placid Village Police and the Lincoln County Sheriff's Department.

Carrying a large backpack, Mr McKay was last seen walking along railway tracks near Saranac Lake, wearing winter weather clothing.