Police were called to search for a man found sleeping in a maintenance room at Chichester railway station at 8.30am yesterday.
Railway staff had dialled 999 to report the break-in.
By the time police arrived the man, who was bleeding, had run off and climbed a fence at the station.
He was then spotted heading west along Terminus Road with an injured hand before disappearing.
Officers carried out searches for more than a hour but failed to find him.
A police spokesman said: 'We believe the man is a vagrant who slept at the station and then cut himself while climbing over a fence. Despite an extensive search we have been unable to find him.'
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