Jayden Brown, from London and with links to Swansea, ran off from Cardiff West Station on the M4 on Wednesday wearing jogging bottoms and no top.
A spokesperson for the force said concern was growing for his welfare and they wanted to “ensure his safety”.
Officers are also keen to speak to him in connection with an assault.
The teenager is described as being 5ft 10in (1.8m) tall and is “considered vulnerable”, the force added.
However, they said he should not be approached by members of the public.
South Wales Police urged anyone who sees him to call 999.