Kyle Foreman, 46, walked away from the Whitespruce Provincial Training Centre near Yorkton, Sask., sometime before 11 p.m., according to police.
Foreman is about five feet nine inches tall and weighs about 160 pounds. Police say he has short, dirty blond hair and blue eyes.
He was last seen wearing a grey T-shirt, a dark-coloured jacket, black pants and a black ball cap.
Foreman is now being charged with being unlawfully at large. He was serving time for property and drug-related offences.
Police said he is known to frequent the Yorkton and Canora areas.
Anyone with information is asked to contact Yorkton RCMP at 306-786-2400 or Crime Stoppers at 1-800-222-8477