The warrant of arrest issued on June 11 stems from the recent rejection of Undenge's appeal by the High Court, which found that the sentence was not excessive and did not induce any sense of shock and outrage.
JSC head of communications and corporate affairs Rumbidzayi Takawira said: "Following former Minister Undenge's appeal being thrown out of the High Court, he should have taken the onus to hand himself in.
Police could not execute the arrest on Undenge, arguing that the ex-minister's case was not in their records as the matter was handled by the Zimbabwe Anti-Corruption Commission (ZACC).
When contacted for comment, Undenge's lawyer Mr Alec Muchadehama said he did not know the whereabouts of his client, but said he had since filed a notice for leave to appeal at the High Court.
The rejection of the appeal against both conviction and sentence in the High Court means Undenge will now serve the full sentence after his argument in his appeal hearing that it was excessive and induced a sense of shock and outrage, was thrown out.