The animal had been brought to animal shelter La Garenne to have a tracking collar put on it, and was being held in an enclosure where two captive lynx had previously been held successfully.
But the wild lynx had no intention of hanging around.
First, it tried to leap the four-metre-high electric fence of its enclosure, falling back to the ground after receiving an electric shock, the shelter said on its Facebook page.
After several failed attempts, the lynx then forced itself between the wires of the fence, despite continued electric shocks.
“Its smaller size than an normal adult lynx allowed it to get through the wires. Normally such shocks dissuade animals from continuing,” said the shelter.
The news shocked many, who posted their sympathy for the lynx's predicament on the shelter's Facebook page.
“Poor animal, I expect it wasn't hurt but must have been in a state of crazy panic to manage to escape the enclosure,” said one.
“Life, freedom, the call of the forest are stronger. Run little lynx, stay free and happy,” said another.
But the shelter stressed that it always intended to release the animal.
Speaking to The Local, Frédéric Hofmann of the canton of Vaud's environment office said his department asked the shelter to take in the wild lynx for a few days after it was found stuck in a duck house.
The situation was “an opportunity” to put a tracking collar on the animal so they could follow its movements once released back into the wild, with a view to considering whether it could be a candidate for Switzerland's relocation programme, he said.
There are currently around 20 lynx in the Swiss Jura, a relatively stable population.
As part of a European-wide programme to boost the number of this threatened species, Switzerland has an agreement in place to relocate some of its lynx to southern Germany, where numbers are lacking.
“We can help other populations which aren't doing so well,” Hofmann told The Local.
“In the south of Germany in the Palatinate area there is a programme with Switzerland where we envisage relocating a maximum of ten lynx.”
Since the lynx escaped from La Garenne before a tracking collar could be put on it, Hofmann's team doesn't know its current whereabouts.
“Since we haven't found it, despite looking, we don't think that it has injuries that pose a problem for it or we would have found it,” he told The Local
“In any case we hope that all's well.”
Normally lynx are captured for tagging by putting cage traps in areas where they are regularly sighted, he said.
Now a protected species, lynx were hunted to extinction in Switzerland by the end of the 19th century.
In the 1960s Switzerland made the decision to reintroduce lynx into the wild.
Since the first pair arrived in 1971 two lynx populations have evolved in Switzerland and remain relatively stable giving the country “a special responsibility” for the conservation of the animal, says wildlife organization Kora.