The woman, who has tied-up brown hair and glasses, was last seen near The Soul Suite on Blackpool Promenade in the early hours of this morning, May 20.
She told some members of the public that she was upset and then walked off.
Police said: “We now need to speak to the woman to make sure she is OK.
"We would ask anybody who recognises the woman – or the woman herself – to contact the police as soon as possible.”
The woman was last seen wearing black leggings and a white gilet.
Anybody who recognises her is asked to email [email protected] or call 101, quoting log 0008 of May 20, 2022.