A man has been fined for not preparing adequately before setting out on a three-day trek in the Blue Mountains, west of Sydney.

Police say the 29-year-old only had a kilo of potatoes and a naan bread in his backpack when he left for the walk on Wednesday afternoon.

The man, from Victoria, failed to show up at his destination three nights later.

A search involving two helicopters and volunteer rescue workers was launched on Saturday afternoon.

Four hours after it began, the man was found and winched to safety from the Wolgan Valley.

He was found to have a minor ankle injury but declined treatment.

He was taken to Katoomba Police Station and issued with a $500 fine.

Inspector Brenton Charlton from the NSW Police Rescue Force says the man was fined for for putting his own safety, and the safety of others, at risk.

"When the man set out he had with him a kilo of potatoes and naan bread," he said.

"We believed the 29-year-old placed himself and the search teams at risk through his lack of planning and preparation, and through carrying inadequate provisions."

Police also allege his intended route, through remote terrain, would have been extremely difficult to complete safely.

They say it would have taken much longer than the man had estimated.