People not coping with mental illness are often among the 35,000 Australians who go missing each year, the Australian Federal Police say.

Launching National Missing Persons Week in Adelaide on Monday Australian Federal Police (AFP) Deputy Commissioner Andrew Colvin said it was important family and friends of those at risk recognised the signs of people struggling and at risk of going missing.

"Research shows that one of the factors which may contribute to someone going missing is poor mental health and the impact that has on a person's ability to cope with life's challenges, Mr Colvin said.

"The 2013 campaign aims to encourage people to look out for signs that someone they know may not be coping and to seek help before they disappear."

South Australian police Deputy Commissioner Grant Stevens said a prevention-based approach raised awareness of how mental illness contributed to a person's likelihood of going missing.

"People suffering from a mental illness may go missing because they believe there is no alternative, he said.

"We want to reassure anyone who is struggling to cope that they do have options and help is available."

The first Missing Persons Week was held in 1988, prompted by the disappearance in Queensland of Tony Jones who has not been seen since leaving Townsville to hitchhike to Mt Isa in 1982.