Nicole Saxby was last seen around 6.40pm yesterday (Sunday) near to Wallyford Railway station lines.
However, the 13-year-old has not been seen or heard from since and concern is now growing for her welfare.
Nicole previously lived in the East Craigs area of Edinburgh and officers are investigating whether she may have travelled to the Capital over the weekend.
Anyone who can assist police with their enquiries is asked to come forward.
She is described as white, 5ft 4ins tall with a slim build and dark brown shoulder-length hair. She was last seen wearing a black leather jacket, grey top and blue Nike Trainers.
Inspector Dougie Kirkham said:
Nicole is a confident young woman who knows the Wallyford and Edinburgh areas well and we are carrying out enquiries in both these areas to trace her.
Anyone with information that can help us in finding and bringing Nicole home is asked to contact police immediately.
In addition I would ask that Nicole get in touch with family, friends, or police as soon as possible to let us know that she is safe and well.
Those with information can contact Police Scotland on 101.