The hunt, being led by Scotland Yard detectives, was launched on Wednesday night after the men escaped by smashing through a second-floor window and then scaling the perimeter fence of the Harmondsworth detention centre.
A police helicopter and dog units scoured the surrounding area but failed to find the escapers.
''A full investigation will be launched into how this happened and the search for the refugees is ongoing,'' a Home Office spokesman told Reuters.
The incident comes less than a week after 25 refugees escaped and two police officers were hurt during a violent riot and fire at Yarl's Wood detention centre near Bedford northwest of London.
A spokesman for UK Detention Services, the private company that manages Harmondsworth, said none of their staff had been injured during Wednesday's break-out.
''Some of the refugees appear to have jumped from a second-floor window but we have no further details on how they managed to escape,'' he said.
''As far as we are aware the staff did not see them escape but as I speak we are conducting our own internal investigation.''
The centre holds up to 500 detainees although the spokesman said it was not full at the time of the escape.
Police said the eight refugees were from India, Moldova, Romania, Algeria, Cameroon and Jamaica.