"There are three to four offenders with axes that have entered through a window and freed three people," says Tomas Sandin, duty officer at Gävle police.
He says they have "no idea" where they are now.
An eye witness who saw the escape and alerted police was chased by the offenders, reports tabloid Aftonbladet. No one was hurt in the incident.
Police have recovered an axe and carried out a search of the rooms of the three people who escaped. They say that an expulsion order had been issued to the three men staying at the centre and they are now classified as fugitives.
In November 2011, a Russian was freed from the centre when armed accomplices fired at guards.