Police said the migrants, mostly from Syria, walked out of the newly built camp near Greece's second largest city, Thessaloniki, and were on a highway near the city.
It was yet another sign of trouble in Greece as it scrambles to cope with border restrictions imposed recently by Austria and Balkan countries while some 4,000 migrants and refugees continue to arrive on Greek territory daily.
The Greek government underlined its annoyance today by recalling its ambassador to Austria for consultations "in order to safeguard friendly relations" between the two states, said Foreign Minister Nikos Kotzias.
Refugees and migrants arriving at the mainland port of Piraeus, near Athens, would usually take buses or trains straight to Idomeni on the border with Macedonia.
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But the clampdown has led to massive crowds on the border: about 2,800 people were there and only 100 were allowed to cross in the morning.
Authorities said 40 buses were stopped at various points along the country's main 500-kilometre highway leading north from Athens. Traffic has also been slowed by tractor blockades by farmers protesting bailout measures.
"I'm checking the news on Facebook, and I know the Macedonians are not letting people through."
Greece as well as international aid agencies have strongly criticised Austria and Balkan counties for the new transit rules.