The suspect was said to be sitting in the back of a small white van that was parked up at the time and as the woman, aged in her 50s, walked past him on North Marine Drive he got out of the vehicle and exposed himself.
The man made no attempt to speak to the woman and she hurried past.
The suspect is a white man, aged late-40s to early-50s. The van was white with a roof rack fitted.
The incident occurred at around midday on Friday.
Humberside Police asked anyone with information about the incident or the man involved to contact 101 referring to log 235 of June 10.