Haider Ali, 22, claimed to be a Pakistani national, fled from the facility in Outer Delhi last night, they said.
Ali was detained in Jammu and Kashmir under the Public Safety Act and shifted to Lampur detention centre as there was no such facility in the state, they said.
The inmate was to be deported, but he managed to escape from the centre last night, they said.
A senior police official said investigations are on to ascertain how Ali escaped from the detention centre.
A case has been registered in this regard.