Julie Gallagher, of Eastwood, died from a single stab wound to the chest, a post-mortem examination revealed.
She was last seen alive leaving The Cranworth pub on Fitzwilliam Road at 1.15am on March 25.
Her body was found at her home on Foljambe Road on Saturday afternoon.
The footage released by police shows Ms Gallagher speaking to two women outside the pub hours before she was last seen.
A South Yorkshire Police spokeswoman appealed for these women, or anyone else who saw Ms Gallagher between Wednesday and Saturday, to come forward.
A 55-year-old Eastwood man was arrested on suspicion of her murder on Tuesday and remains on police bail.
Anyone with information should call police on 01709 832690.