Search for knife-wielding SA thief

A man is on the run after threatening people with a knife and stealing cars in South Australia's southeast.

Police believe the man stole a car in Wattle Range East on Wednesday night, after being involved in a collision and producing a knife, and then ran someone off the road when they tried to follow him.

They suspect the man then dumped the car at a farming property in Penola and stole a second vehicle, which has been found dumped in Mt Gambier.