Giriraj Singh, the Bharatiya Janata Party candidate from Nawada constituency, was also not to be found at his official residence in Patna's high security zone.
His mobile phone was switched off and he was not available for comment.
According to BJP leaders, Giriraj Singh will surrender before a court either in Bokaro or Patna in a day or two.
"He is consulting legal experts," BJP leaders said.
The Election Commission on Tuesday night banned Giriraj Singh from holding any election rally or road show in Bihar and Jharkhand over his controversial remark.
The poll panel had also asked him to submit an explanation by April 24.
A police complaint for making an inflammatory speech has been registered against Giriraj Singh at a police station in Jharkhand's Deogarh.
A case was also registered in the Bihar capital after the Election Commission ordered the Patna district administration to do it.