The fox, named Montana, burrowed out of her outdoor enclosure sometime Monday evening, the New York Daily News reported.
Zoo officials said they have searched the grounds and now fear Montana may have escaped into the community.
"The thing that's so fearful is that she doesn't know much about streets or cars," said zoo spokesman Brian Morris.
Morris said the fox, who has spent her whole life at the zoo, may have a hard time finding food and shelter.
"A little thing like this, she's about 10 pounds, just 7 months old," Morris said while adding that her most distinctive feature is the "marshmallow white wool at the end of her tail."
Zoo officials asked that anyone who spots the fox to keep a distance from her and call police immediately.