Police say Charles Albert Hansen, 60, was reported as an unauthorized absence from the Forensic Psychiatric Hospital at Colony Farm.
He is described as a white male, about five feet six inches tall and weighing around 144 pounds with a slender build and grey hair.
Hansen was last seen wearing a blue winter jacket, a green and white long-sleeved shirt, blue jeans and white runners.
Anyone who spots Hansen is advised not to approach him and to call 911 immediately.
Neighbours have raised concerns about security at the hospital. In the last three years, 42 patients have failed to return on time while on day leave, and four attempted to escape. One patient is still at large after failing to return from a day pass in May.