The 33-year-old man is serving a 14-year sentence after being convicted on charges of murder and attempted murder, the Expressen newspaper reports.
According to the paper, the convict and his two guardians were preparing for their return trip to prison shortly after running an errand at Hötorget when the 33-year-old ran away from his guardians.
The man, who has been in prison since 1999 and would have been eligible for parole next July, had been out on supervised temporary release eight times previously without incident.
“During those he's handled himself without any problems, so this was completely unexpected,” said Anders Ekström of the prison in Norrtälje north of Stochkholm where the man is serving his sentence.
A national alert was issued on Wednesday afternoon around 4:00pm, and since then police have not received any more information about the man's whereabouts.
But according to Stockholm police spokesperson Roger Kämpe, the escaped murdered is not considered dangerous.