Kwami Richards, 42, managed to escape from the van outside Brixton police station in south London on Friday while he was being transported back to jail.
He was then pursued by a police officer into Brixton Underground station.
The officer was assaulted as he attempted to detain Richards, who then boarded a Victoria line train.
Richards, a convicted burglar, had been detained after being wanted for recall to prison.
The public are being warned by the Metropolitan Police not to approach Richards, who has links to Wandsworth, but to call 999 immediately if they see him.
A force spokesman said it was investigating how Richards managed to escape from the van, which was operated by a private security firm.
He said: “Officers are appealing for information about the whereabouts of a man who escaped from custody in south London.
“Kwami Richards escaped from a prison transport van outside Brixton police station at approximately 2pm on Friday May 26.
“The 42-year-old, who has links to Wandsworth, was wanted on recall to prison for beaching his licence conditions after serving a sentence for burglary.
“He had been arrested by Met officers and was in the process of being transported to prison by a private security company when the incident occurred.
“He was pursued by a police officer who witnessed the incident into Brixton Underground station.
“The officer was assaulted as he attempted to detain Richards who then boarded a Victoria line train.
“Richards should not be approached, and the public are asked to call 999 immediately if he is seen. If you have any information about his whereabouts, please call 101 or tweet @MetCC quoting CAD 4140/26May.
“You can also provide information anonymously to the independent charity Crimestoppers on 0800 555 111.”