Adam Clarke on Jeremiah 39:4

Went forth out of the city by night - Probably there was a private passage under ground, leading without the walls, by which Zedekiah and his followers might escape unperceived, till they had got some way from the city.

The way of the plain - There were two roads from Jerusalem to Jericho. One passed over the mount of Olives; but, as this might have retarded his flight, he chose the way of the plain, and was overtaken near Jericho, perhaps about sixteen or eighteen miles from Jerusalem. He had probably intended to have passed the Jordan, in order to escape to Egypt, as the Egyptians were then his professed allies.