The 29-year-old embarked on the trek in the rugged bushland on Wednesday afternoon.

He had told friends it would take him three days to reach Colo Heights from Newnes, near Lithgow, where they had dropped him off.

They contacted police when the man failed to arrive on Saturday, sparking a search of the area involving two police helicopters.

Polair 2 found him in the Wolgan Valley while its sister craft Polair 3 was able to winch the trekker to safety.

He had suffered a minor ankle injury, police said in a statement.

The Victorian declined treatment and was taken to Katoomba police station, where he spoke with officers about his time in the bush.

"We believed the 29-year-old placed himself and the search teams at risk through his lack of planning and preparation, and through carrying inadequate provisions," NSW Police Force Rescue commander Brenton Charlton said.

"The man had with him a kilo of potatoes and naan bread."

Mr Charlton said the man's intended route through remote terrain would have been extremely difficult to complete safely and it had taken much longer than he had estimated.

"Getting the basics right with trekking is so easy - all people have to do is notify the police or other responsible person of their trip intention and carry a personal locator beacon," he said.

"Making use of available technology, together with some commonsense trip preparation, could mean the difference between life or death."

The man has been given a $500 infringement notice for engaging "in activity that risks the safety of self/others".