RCMP say the four children who left the Dayspring group home hid from searchers. (CBC)

Provincial officials are investigating after four pyjama-clad children snuck out of their group home and spent the night in the woods.

The two boys, ages nine and 12, and two girls, ages 10 and 12, were reported missing from the government-run youth centre in Nova Scotia's Lunenburg County around 9:30 p.m. Monday.

They returned to the group home in Dayspring, near Bridgewater, around 6:30 a.m. Tuesday.

The RCMP said the children were in good health and good spirits, though they were worried about getting in trouble for spending the night away from the centre.

"It seemed to be a last-minute thing that they head out for the woods," said Cpl. Jamie Vacon, with Lunenburg County RCMP. "They seemed to be out looking for a good time."

The children left the home in their bedtime clothing, clad in slippers or just socks.

With temperatures falling to about 10 C, searchers headed out to the woods. The children told RCMP they could see and hear the search crews, but chose to avoid them.

"They found themselves in the woods and waited until the daylight to get out," said Vacon.

The Department of Community Services, which runs the home for children with behavioural problems, is reviewing the matter.

On Monday evening, there were three workers on duty for six children, a government spokesperson told CBC News.