Bradford CID are investigating a report that the teenager was assaulted by a boy of a similar age in the Buck Lane area of Baildon at around 4.30pm on Tuesday (Sept 4).
A West Yorkshire Police spokesman, said: "A crime of assault has been recorded in relation to this matter and is being investigated by Bradford District CID.
"The victim, a 15-year-old girl, was shaken but unhurt.
"Officers are continuing enquiries into the incident today, which is alleged to have involved a white male of similar age who may have followed her from the railway station.
"Neighbourhood officers will be carrying out increased patrols in the area today and anyone with any concerns is asked to speak with them.
"Anyone who can assist the investigation is asked to contact Bradford District CID on 101, quoting crime reference 13180441519.
"Information can also be reported anonymously to the independent charity Crimestoppers on 0800 555111."