Officers say they received a call from a man at 11.30pm on Friday 26th October saying he had spoken to a woman on Colliery Road, Creswell, who asked if he would give her a lift to Mansfield.
When he declined she said that she would walk to Mansfield across the train lines.
The woman was described as white, in her 70s, of a slim build and had pale skin. She was approximately 5ft 7ins tall with black shoulder length hair that was a lighter colour at the front.
She was wearing a black, single breasted, knee length coat.
Police would like to speak to the woman and ask her to contact them using the non-emergency number 101.