Suhail Aijaz, a MBBS student at the All India Institute of Medical Sciences here, is missing since February 9 after he left his hostel.
He is a resident of Jammu and Kashmir's Kupwara district.
"The police of Odisha, West Bengal and Jammu and Kashmir are working in close cooperation to locate Suhail Aijaz," Odisha DGP R P Sharma said here today.
After speaking to his Jammu and Kashmir counterpart, SP Vaid, Sharma said the Odisha police is in constant touch with the officials of the two other states and sharing information.
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Odisha Police, meanwhile, began examining Aijaz's Facebook account to find out if he had connection with any extremist group, a police officer investigating the case said.
Aijaz did not have any WhatsApp account, he said.
The student's father Aijaz Ahmed Kataria earlier appealed to him through the media to return immediately.
Ahmed told reporters that he had spoken to Aijaz over phone for the last time on February 7.
The second-year student had informed AIIMS authorities that he was going to Chandigarh with his friends to attend a wedding ceremony and would be back on February 17.