NEW DELHI, Oct. 31 (Xinhua) -- At least eight militants of the banned group Students' Islamic Movement of India (SIMI) escaped from a prison in the central Indian state of Madhya Pradesh's capital Bhopal Monday after killing a guard, a senior police official said.

"The daring jail break took place at the Bhopal Central Jail around 2 a.m. (local time). The militants killed the jail guard with a knife and then used blankets to scale the boundary walls to escape," he said, on condition of anonymity.

The state government has ordered a probe into the incident. "There will be an investigation into the lapses," state Home Minister Bhupendra Singh told the media.

This is not the first time that such a jail break by the militants took place. In 2013, some seven militants of the banned group broke the wall of a washroom and escaped from Khandwa Jail, around 280 kms from Bhopal.

SIMI was outlawed in 2001. India says that the organization has links with Islamic militant groups.

The government also blames the banned militant group for blasts in Mumbai in 2003 in which at least 50 people were killed, a claim denied by SIMI.