Troopers say 44-year-old Donnie A. McLain walked away from Dismas Charities in Owensboro around 8 p.m. Wednesday.
A staff member noticed McLain was missing after a head count was preformed, and he was no where to be found.
Police say McLain may still be in the Owensboro area. They also say he has family in Tell City.
McLain was serving time for manufacturing meth and possession of anhydrous ammonia in an unapproved container.
If you know of McLain's whereabouts, contact the Kentucky State Police at (270) 826-3312 or (270) 685-3927.