Michael Davidson, 27, absconded from Tain Sheriff Court on Tuesday afternoon.
Northern Constabulary said that while he is not dangerous, he should not be approached.
They urged anyone who sees him to contact police immediately.
The force said that the man was the responsibility of security firm G4S at the time.
It is believed the prisoner escaped through a window in the building.
G4S said they are carrying out a full investigation into the incident and will be working closely with the Scottish Prison Service and relevant authorities to investigate the circumstances.