It is suspected the group fled at around 4am and may have been aided by a human trafficking gang, who could have transferred them to a hiding place.
The home alerted police and related agencies so they could search for the five girls, seven boys and four women.
They were among 17 Rohingya that Immigration Police sent to the home in November.
An official from the home said the Rohingya had been looked after in accordance with humanitarian principles and had received vocational training.
A translator recently told home officials that the Rohingya were under stress and many often asked when they would be released so they could reunite with their families and work, or go elsewhere. They were told they would remain there until their cases were finalised.