Members of the Border Hunt raised the alarm after hearing the man screaming for help and banging on the inside of the vehicle.
Hunt members were riding in the West Woodburn area on Monday, when they came across the abandoned van.
After hearing noises inside, they opened the doors and found the man, who had also had his face covered.
It is not known how long the man had been trapped inside. Weather conditions were freezing at the time, and the man was taken to hospital as a precaution in case he was suffering from hypothermia.
The 29-year-old from the Durham area said he had no recollection of how he ended up in West Woodburn, and police officers are asking the public for help to unravel the mystery.
In trying to piece together what happened, officers have interviewed the hunt members who found the van, which was parked in a lay-by on the road between West Woodburn and Bellingham.
A spokesman for Northumbria Police said: “We were informed a man had been found in the back of a van in West Woodburn, between Hexham and Bellingham.
“The 29-year-old man was not injured but was taken to hospital.
“The man does not have any recollection of how he came to be in Northumberland and we are carrying out inquiries to establish what happened.
“It’s believed the van, a purple Mercedes Vito 109 CDI Compact panel van, registration NJ54 VFB, was parked at the site sometime between 2am and 7.30am.”
Officers are keen to speak to anyone who saw the van, either when it was parked in West Woodburn on Monday or earlier the previous day.
Northumbria Police are asking for anyone with information to contact 101 quoting reference 588 020117 or Crimestoppers anonymously on 0800 555 111.
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