The 10-year-old was with his mum in Primark, at the The Malls Shopping Centre in Basingstoke when he ran off at around midday.
A short time later he was seen running into Basingstoke Train Station.
He is mixed raced and has short dark hair.
He is wearing a maroon hooded top with grey print on the front and denim shorts.
Sgt Steve Antrobus said: “We know Mason has a love for trains and we have a CCTV image of him entering Basingstoke Train Station just after midday.
“We don’t know if he is still at the station or if he got onto a train so we are appealing for anyone in the area to keep an eye out for him and call us if you think you have seen him.”
Anyone with information is asked to call us on 101, quoting 44180307864.