Sanam Drees, 16, of Park Vale Road, Middlesbrough, disappeared after going to a nearby shop. She had only a small amount of money with her and no extra clothing or personal possessions.
When she failed to return from the shop around five minutes' walk from her home, her parents contacted police.
Sanam, who was described as vulnerable, lives with her parents, and younger brother and sister. House-to-house inquiries in the area around her home drew a blank.
Search teams combed alleys and streets near her home and yesterday Cleveland Police switched the search to Leeds after it emerged the teenager took a train from the North East on Tuesday night.
But later in the afternoon Sanam voluntarily returned to her Middlesbrough home. Police now plan to question her about her movements.
A Cleveland Police spokesman said: "The missing 16-year-old girl has returned home of her own accord and officers will be speaking to her to establish her movements since she went missing on Christmas Day."