The teens, identified as "London C." and "Tre B.," were last seen in Durham shortly before 8 p.m.
The department has notified local law enforcement and is cooperating fully with the investigation.
Authorities say due to the unpredictability of juveniles' behavior during an escape, the department has a high degree of concern for the safety of both the juveniles and the public.
On Friday, the department captured "London C.," but is continuing to look for "Tre B." Police say if you see the teen, you should contact local law enforcement.