A court ordered the government to produce Sheik Abdullah el-Faisal in court Thursday and state the reasons it was holding him in detention.
Prosecutor Edward Okello said Thursday the cleric had left the country, and could not appear in court.
El-Faisal entered Kenya last month. The government has held him in detention and has been trying to deport him, saying he is a security threat.
The cleric served four years in Britain for inciting murder and stirring racial hatred by urging followers to kill Americans, Hindus and Jews.