A convicted murderer who was denied parole is on the run after being released from prison unmonitored and failing to show up at the house where he was supposed to be staying.

Phillip John Smith. Source: 1 NEWS

Phillip John Smith, 40, was imprisoned in 1996 for stabbing to death the father of a young boy he molested.

He was temporarily released from Springhill Prison near Huntly on Thursday. Police say he was intending to stay with an associate in Waterview in Auckland, but never arrived.

Corrections say Smith has undertaken "a number" of successful temporary releases already this year "as part of a planned pathway to his reintegration".

Linda, the sister of the man Smith is convicted of murdering, says police phoned her around 4pm today to tell her Smith was missing.

"My first thought was well surely you've got a tracking bracelet on, and he said no.

"I've had it. I would have thought he would have to have checked in with someone over the weekend, but no he didn't have to turn up until this morning.

"It's just unacceptable, it really is."

Linda says police have not given her any advice, and her "nightmare seems to be continuing".

"I don't know what I'm supposed to do now.

"I've lived under the radar for years because of him. I've already changed my town and I don't want to be his bloody victim.

"I've been telling the Parole Board for years that he's dangerous. He's clever and manipulative and they know that and yet they let him out not even monitored.

"It's not just my family, it's other children out there. How do we know they're safe? How do we know what he's going to do?

"I just want to know what they're going to do to find him. I want him found."

Police say it's possible Smith may make his way to Manawatu or Wellington, but is regarded as dangerous and should not be approached.

Corrections says a review of the circumstances of Smith's release will be undertaken.