Codie, is aged 21, left an address in the Westhill Road area of Wyke Regis at around 3pm on Friday, November 28.
She is described as slim, 5ft 8ins tall and with blonde hair worn in a messy bun. She was last seen wearing a black coat with a fur hood, black and grey leggings and was carrying a black handbag.
Inspector Robin Morgan, of Dorset Police, said: “Codie was very upset when she left the address and we are really concerned for her.
“We are carrying out numerous enquiries to try and locate her and I would urge anyone with any information regarding her whereabouts to please contact us immediately.
“I would also like to make a plea directly to Codie if you read this – please make contact with us or your loved ones and let us know where you are, we all just want to ensure that you are all right.”
Anyone with information or knowledge as to Codie’s whereabouts is asked to contact Dorset Police online or by calling 999, quoting incident number 28:280.