Masten Wanjala was due to appear on Wednesday court accused of them murders at least 14 boys in the country's capital, as well as in parts of eastern and western Kenya.
According to the police, the confessor serial killer disappeared during the morning report from the cell of the police station.
Three police officers who were on duty at Nairobi Jogoo Road police station at the time of the escape were arrested.
Authorities have launched a manhunt as the man is described as extremely dangerous.
The action of Wanjala, who was arrested in July, has shocked the country as the killer confessed to drugging and killing a young boy, and in some cases drinking their blood, the BBC reports.