Residents have been warned to be on the alert.
The cheetah was introduced into the nature reserve by the Endangered Wildlife Trust.
A cheetah has escaped from Rietvlei Nature Reserve, the City of Tshwane said on Thursday.
It escaped on Tuesday, City spokesperson Selby Bokaba said in a statement.
The City warned visitors to the reserve and residents from surrounding areas to remain vigilant and be on the lookout for the animal.
It said the cheetah was introduced by the Endangered Wildlife Trust (EWT) as part of a project to increase numbers countrywide.
Last October, IOL reported two cheetahs - a male and female - were introduced to the reserve.The female, Njozi, who escaped, arrived from the Western Cape and the male, Joe, was relocated from the Welgevonden Game Reserve.