According to Kenya's Standard newspaper the patients escaped after presenting claims that the medication they were taking was ineffective. The group had allegedly staged a protest prior to escaping, said senior Nairobi police officer Moses Ombati.
The Mathari Hospital, the biggest psychiatric institution in the country, is located in Kenya's capital Nairobi.
Nairobi police are currently looking for the group.
"We have all their particulars and including their pictures," said police chief Samuel Anampiu. "That will make it easy for us to identify them."