A search has been launched after a man was swept off a rock platform while fishing on the south coast overnight.

The man, believed to be 28 years old, was fishing on a rock platform with three other men at Mermaids Inlet, on the Beecroft Peninsula on the north side of Jervis Bay, when a wave knocked him off the rock platform about 2.20am.

The three other men alerted police and a search began immediately, however the man has not been seen since.

A NSW police spokeswoman said that as of Monday morning there were three helicopters, a police launch, and local volunteers and lifesavers involved in the search.

Police divers had not been able to join the search due to unfavourable sea conditions.

Meanwhile, NSW Police are also involved in a search for a man who disappeared in the Murray River west of Albury over the weekend.

The 44-year-old man who was camping with his family at Yarrawonga was last seen on Saturday evening when he went for a swim in the river alone. Police from NSW and Victoria are involved in an ongoing search, along with local State Emergency Services volunteers.