Police hold grave fears for the safety of a 25-year-old woman who is missing in bushland in western New South Wales.

Rocky Eiao was last seen about midday on Friday, when she walked off from friends into bushland off Booroomugga Road at Girilambone, about 80km north-west of Nyngan.

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When she failed to return, friends and relatives of Ms Eiao began searching for her and continued looking into the following morning, police said.

Officers at Nyngan police station were notified of her disappearance late on Saturday afternoon.

A full-scale search began on Sunday morning involving local officers and police from neighbouring commands, as well as police rescue and volunteers from the State Emergency Service and Rural Fire Service.

The search was suspended after darkness fell on Sunday night due to the rough terrain, but will resume today.

Police said they hold grave fears for Ms Eiao because of extreme temperatures in the area.