Emalyn Pajo, 44, was last seen on Duncan Street on April 2 at around 8pm after a shopping trip to the city with a friend.
She is described as an Asian woman who is originally from the Philippines.
She has shoulder length black straight hair, brown eyes and was last seen wearing a blue jacket and light blue trousers.
Officers are concerned for her welfare and are urging members of the public to get in touch if they recognise her and have any information.
Anyone with any information is asked to contact the police via 101 or online via the 101 Livechat facility at https://www.westyorkshire.police.uk/101LiveChat