A prisoner who allegedly escaped from a southern NSW jail has been recaptured after calling police and telling them where he was, fearing he could be suffering from hypothermia.

Police said the 30-year-old inmate escaped from a correctional centre in Tumbarumba, north of Albury, between 3:30pm and 5:00pm on Friday.

Police began a search but were unable to locate him until they received a call hours later.

The man made a call to triple-0 about 10:00pm believing he was suffering from hypothermia.

Police attended a phone booth in Jingellic, about 20 kilometres from Tumbarumba, and arrested the man without incident.

Much of New South Wales is experiencing a cold snap, and according to the Bureau of Meteorology, the temperature in the region would have felt like -1 degree Celsius at 10:00pm.

The man has been charged with escaping custody and is scheduled to appear at Albury Local Court on Saturday.