We know it came from the sailing club at Swanage and is used by members at the club.
It can be seen on CCTV at nightfall on Saturday 25th but was missing at day break on Sunday 26th.
No one has been reported missing to either the Police or UK Coastguard.
The dinghy would have had to be moved and with the personal items located in the dinghy the Coastguard wants to ensure no one fell overboard.
This afternoon the Coastguard checked beaches along with Rescue 106.
If anyone has any information to how the dinghy got in the water please contact the Coastguard.
We just want to may sure no one is missing and bring a mystery to a close.
Please call 999 Coastguard with any information relating to this incident