Two US prisoners serving life sentences for murder drilled through the steel walls of a maximum security prison in north New York State, leaving behind behind a note saying "Have A Nice Day" after they escaped.

Prisoners Richard Matt, 48, and David Sweat, 34, hatched an "elaborate plot" to escape the Clinton Correctional Facility in Dannemora, New York governor Andrew Cuomo said.

The men, who had adjoining cells, were found to have escaped during bed check on Saturday morning. They were last seen at 10.30pm on Friday, and reportedly left clothing on their beds to make it appear that they were sleeping.

"A search revealed that there was a hole cut out of the back of the cell through which these inmates escaped," acting state corrections commissioner Anthony Annuci told reporters on Saturday.

He said that it was the first successful escape from the prison, whose maximum security wing was opened in 1845.

200 officers are involved in the search for the escaped convicts, and officials said the public should not approach them.

"These are dangerous people," Gov. Andrew Cuomo said. "They are nothing to be trifled with."

The prison is only 20 miles (32km) from the Canadian border, and police are using bloodhounds to track the men down, and have set up road blocks.

Authorities said they did not yet know how the pair acquired the power tools to drill through the walls.

"They went onto a catwalk which is about six stories high. We estimate they climbed down and had power tools and were able to get out of this facility through tunnels, cutting away at several spots," Anthony Annuci said.

The men way their way down pipes and escaped through a manhole onto a nearby street.

Matt was sentenced to a 25 year-to-life sentence for kidnapping a man and beating him to death in 1997. Sweat was serving a life sentence without parole for murdering a Broom County Sheriff's deputy in 2002.