Officers say the incident in which "a male has made gestures and comments of a sexual nature to a lone female" took place on Woodland Ravine near to the junction with Scalby Road.
It happened around 6.10-6.30am on Tuesday October 29.
The force also said that similar incidents have recently been reported in the immediate area which may involve the same male suspect.
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If anyone has seen anything or knows of any information which could assist police in their investigation, please contact North Yorkshire Police on 101 quoting incident number 12190199517.