Alex White, 25, has not been seen since leaving an address in the Howard Road area of Bramley, Rotherham, at 2pm.
She has black shoulder length hair, is about 5ft 5ins and is believed to be wearing white jeans and a black top.
A spokesperson for South Yorkshire Police said: "Officers are keen to speak to anyone who has seen or heard from Alex at any point today.
"Have you seen Alex? If you can help, please call 101 quoting incident number 549 of 25 October 2016."