The women, aged between 29 and 48, escaped last night from the "Destitute Home for Female" where they were lodged after being arrested by the Mumbai police from the city's red light area earlier this year.
A court in Mumbai had ordered them to be sent home along with seven others in late November, Assistant Superintendent of Police, Hooghly (industrial) Amitabha Verma said.
The court had asked some other women to be detained for proper identification.
The Inspector-In Charge of Uttarpara police station, Priyobroto Bakshi said a search was being conducted in trains leaving West Bengal.
The police is also conducting an investigation into how the inmates escaped from the home.