Victoria Police spokesman Luke Zammit said the pair, aged 20 and 21, "allegedly absconded" from the facility about 6.20pm.

"A number of [police] units attended and the pair were located nearby a short time later," he said.

"The two men were detained by staff at the facility and are currently in custody.

"The men did not interact with any members of the public and there was no damage to property as a result of the incident.

"It is believed one of the men received minor injuries during his attempted escape. He was treated by emergency services on scene."

A Department of Health and Human Services spokesman said there would be a joint investigation with the Department of Justice into the circumstances leading up to the incident.

"Two inmates within the low-security section at the Malmsbury Youth Justice Centre attempted to leave the site this evening and were quickly detained by staff and returned without incident," he said.

The Malmsbury facility has been plagued by riots over the past year, with a mass breakout by inmates in January.

A WorkSafe review concluded staff were at risk of being killed by violent inmates.

Last month, a guard was taken to hospital after being hit in the face with a bat and a female youth worker was indecently assaulted.