The escapees fled the coronavirus centre after complaining about its poor state.
The local media reported that the escapees were quarantined on arrival from South Africa and were yet to be tested for coronavirus.
The complained that the stadium which had been converted into a quarantine centre lacked water, toilets, food, and other amenities.
The government is yet to comment on the escape.
The incident happened a day after local media reported that eight people who tested positive for the virus on arrival from South Africa had escaped from Kameza isolation centre in Blantyre.
Malawi has so far confirmed 101 coronavirus cases including four deaths.