Police said he gave a slip to the police at the civil court premises Patna. He was lodged in the high-security Beur Jail in Patna.
According to the police, he escaped when he, along with three other accused, was brought to the court of the additional district judge for appearance in the murder case.
A senior police official told rediff.com in Patna that police suspect the involvement of some policemen behind escape. "We will not spare anyone if found guilty in this case" said a top police official.
Police have launched a manhunt for him but have had no leads yet.
Dubey, an Indian Institute of Technology engineer, was killed in 2003 in Gaya district after he blew the whistle on corruption in the NHAI's Golden Quadilateral project.