Mr Marsden, who also goes by the surname Evans, had been travelling in New Zealand with his girlfriend but they broke up out there.
His mum Wendy yesterday said: “In the early hours of Tuesday I got a message from him saying he was sorry.
“I didn’t even know he was in Thailand.”
Shane Marsden, or Evans, was backpacking in New Zealand but headed for Thailand.
His girlfriend is said to be ‘devastated’.
Gloucestershire Police said they’re working with Interpol to try and find him.
Anyone with information should contact police.
Shane aged 28 was last in contact with his mother on Tuesday.
‘WISH I NEVER HAD TO POST THIS BUT CAN MY FRIENDS WHO KNOW MY SON SHANE EVANS PLEASE SHARE THIS APPEAL TO CONTACT SOMEONE WE ARE VERY CONCERNED FOR HIS WELFARE’ – WENDY EVANS
Wendy wrote on Facebook: “Wish I never had to post this but can my friends who know my son Shane Evans please share this appeal to contact someone we are very concerned for his welfare.
“Last heard in Thailand…..’
On the day Shane, from Gloucester, went missing she wrote: “Never ever been so scared and feeling so useless.”