The incident took place on Barnsley Road in the town at around 4.30am on Saturday morning.
Police said a man "used force" to take the victim's bag. She was injured during the robbery, but not seriously.
Another man was at the scene at the time.
And it is thought they both made off along the nearby railway tracks.
Officers want to speak to two men in connection with the incident. They are described as white, aged around 18, of slim build. They wore light coloured hooded tops, with the hoods up, and dark coloured, baggy tracksuit bottoms.
They are also appealing for witnesses to the robbery to come forward.
Anyone with information is asked to call police on 101, quoting log 0345 of Saturday, September 23