The 16, from Mozambique and Zimbabwe, escaped between Tuesday night and Wednesday morning after cutting a hole in the roof, said Brigadier Thulani Ngubane.
It was not yet known what tool or object they had used to make the hole.
“They were allegedly still waiting for deportation when the incident took place,” he said.
None of the escapees had been rearrested by Wednesday afternoon.
“An internal investigation has been launched and serious steps will be taken if it can be found that there was negligence on the part of police officers.”