A hat possibly belonging to missing 18-year-old Belgian backpacker, Theo Hayez, has been found in the same area he was last seen on the NSW north coast.

Mr Hayez arrived in Australia late last year on a working holiday visa and was due to fly home to Belgium just a week after his disappearance.

He was last seen wearing the hat leaving the Cheeky Monkey's bar at 11:00pm on May 31.

Police said a hat had been sent for forensic testing to see if it could be linked to the missing backpacker.

Belgian backpacker Theo Hayez was last seen leaving a Byron Bay nightclub. ( Facebook )

It was found by members of the community conducting an independent search of the bush at the Cape Byron Lighthouse, near where his mobile was last "pinged" on June 1.

Earlier this week in an interview with Belgian public service broadcaster, Theo's parents Laurent Hayez and Vinciane Delforge praised the Australian police and local volunteers who had helped with the search.

They revealed they had a theory he might still be held captive.

"As long as we have not found his body, we keep hope," Laurent Hayez said

He added there were isolated communities in the area and there was the possibility he may have been "enlisted, kidnapped, drugged".

"He may be a prisoner somewhere where there is no electricity — it is our hope," he said.

"Let him be a prisoner and let him be delivered."