Kevin Eve of Georgetown, Ind. was last seen on Saturday in Corydon.
His car was found Monday at the Harrison Crawford State Forest.
Police said it is not unheard of that someone got lost in the caves. However, since Eve did not tell anyone where he was going, it makes it hard for police to know where to begin looking.
Police said Eve is an avid cave explorer.
The Harrison Crawford State Forest park spans over two counties.
If you have any information on Eve's whereabouts, contact the Indiana Department of Natural Resources at 812-685-2498.