David Walker, 58, well known in Bangkok media and film circles, left his room at the Green Village Angkor guesthouse at Siem Reap last Friday afternoon, leaving behind his phone, laptop, passport and belongings, the paper said.
The Post quoted Siem Reap provincial Immigration Police officer Yut Sinin as saying Mr Walker's departure was entirely out of character, and he left no clues about where he had gone.
The Australian embassy in Phnom Penh, which handles consular cases in Cambodia for the Canadian government, filed an official missing-persons report on Mr Walker, the immigration officer confirmed.
Mr Walker has participated in numerous ventures in Thailand for the past 30 years. He is probably best known as the co-author of the book, "Hello My Big Big Honey!: Love Letters to Bangkok Bar Girls and Their Revealing Interviews".
"We are worried about his safety now," said police officer Sinin. "Previously, he would usually leave Siem Reap for Thailand for about three or four days, but this time we found that his passport, phone and clothes are still in his guesthouse.
The immigration officer posted a notice seeking information on a Siem Reap expat Facebook group.
"The Australian Embassy in Phnom Penh just contacted us [Tuesday] morning about him going missing, but we will try our best to find him," Sinin told the newspaper.
A representative working on Canadian consular affairs at the embassy confirmed to the Post on Tuesday that they had received a missing persons report, and were investigating the matter.
Sonny Chhuon, with whom Walker co-founded the film production company Animist Farm Films, said that staff told him Walker ducked out of his room at about 2pm on February 14 to allow a housekeeper to clean it, carrying just a bottle of water.
"Dave told them 'Go ahead, clean the room; I'll be back in a while,' then we never saw him again," Chhoun said, noting that Walker didn't drink, and had a well-established daily routine, the newspaper report said.
Chhoun, who typically saw Walker on a daily basis, said he had checked with police, local clinics and restaurants that Walker frequented, but no one had seen him since he left the hotel.
"I just want to say, I don't think he went anywhere by himself. I think something is wrong. I don't think he would just leave, with his phone on the charger, and go somewhere," Chhoun added. "This is very unnatural for Dave. I know him very well."