Tek Bahadur, 45, a native of Nepal, was found absent during a roll call yesterday evening, Station House Officer (SHO) Narendra Khichad said.
A case has been registered under IPC section 224 and efforts to nab him are on, he added.
An open prison is a place where a prisoner is allowed to spend the rest of the jail term if his behaviour is found good.
An inmate can undertake any sort of work in an open prison but has to return to the jail in the evening.