The hard drives do not include any financial or payment details of customers, the company said.
It said it was conducting an internal search for the hard drives and believed the information has not been used inappropriately.
Chief Executive Michael Neidorff said the drives contained data that was part of a project where laboratory results were used to improve the health outcomes of their members.
The missing data from the hard drives included the names, addresses, dates of birth, Social Security numbers, member identification numbers and health information of patients who received laboratory services between 2009 and 2015.
Centene said it has started to notify clients and would offer free credit and healthcare monitoring to those affected.
St. Louis, Missouri-based Centene's shares were down nearly 2 percent at $60.24 in the extended trading.
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