The 35-year-old man was reported missing from an address in Chorley at around 11pm, say police.
Lancashire Police together with the police helicopter and Bowland and Pennine Rescue Team launched a desperate search of the area.
Police confirmed he was found at around 3am in Cuerden Valley Park area.
Spokesman for Lancashire Police Nigel Barraclough said: "We were called to a concern for welfare late last night. Thankfully there was a good outcome and the man was successfully located. The man's family have been made aware."