Colorado Corrections Department spokesman Roger Hudson told CNN Sunday a fugitive warrant was requested within minutes after Eric Eugene Hartwell, 51, left Independence House Friday.
He said law enforcement agencies were collaborating in trying to find Hartwell "as quickly as possible."
"This is an active investigation of an absconder that we are hoping not to send even farther underground," Hudson said.
Citing the Colorado sex offender registry, CNN said Hartwell was convicted of raping a child in 1991 and of a lesser sex offense in 1996.
The Justice Department said Hartwell was sentenced in 2010 in Texas to five years in prison and lifetime supervised parole for failing to register as a convicted sex offender, CNN reported.
Hartwell has escaped custody at least once before, cutting off a leg monitor in 2009 after one week at a halfway house in Washington state, and then fleeing to Texas, the report said.