Randall James Gagnon had been left alone in a locked holding room at the Exchange District police facility, the Winnipeg Sun reported.
Investigators were preparing to interview Gagnon in connection with a July 15 burglary.
"While investigators gathered further evidence leading up to his interview, the male removed some acoustic ceiling tiles (after climbing onto a table) then crawled through the false ceiling to an adjacent vacant interview room," said Winnipeg police spokesman Constable Bob Johnson.
Gagnon allegedly slipped out of the second room, down a set of stairs and out a side door adjacent to a parking lot, Johnson added.
Contractors were immediately called to secure the ceiling.
The Winnipeg Police Service has been leasing the building for more than a decade, although no one before had thought to escape that way.