The pair are not related.
The vehicle they were travelling in when they left the detention centre was discovered at a nearby shopping centre parking lot, according to the sheriff's office.
White, 38, was being held on capital murder charges in the 2015 death of Connie Ridgeway. He confessed to the slaying in 2020 while in state prison for other crimes, WHNT-TV reported.
At a news conference on Friday, Singleton said Vicky White, armed with a 9mm, left the detention centre with the inmate around 9.41am headed to the courthouse for what she said was a mental health evaluation for Casey.
She was alone with the inmate, which the sheriff said was in direct violation of department policy.
"Our policy is for any inmate with those kinds of charges to have two sworn deputies escort them. And that did not happen," Singleton said.
Singleton also said there was no mental health evaluation for the inmate scheduled at the courthouse.
White also told co-workers she had a doctor's appointment scheduled, which was confirmed but the office said the deputy never showed.
Officials said no one realised the two were missing until 3.30pm on Friday. Deputies tried to contact Vicky White but her phone repeatedly went to voicemail.
Singleton said his department was "aggressively investigating" the incident and would be looking into previous interaction between the two to "see if something else was going on".
Singleton said his department was "shocked" and it was a possibility the corrections officer helped him escape.
Singleton told news outlets that Vicky White had turned in her retirement papers the day before she went missing.
Regardless of her involvement, the sheriff acknowledged she could very well be in danger.