Willow Du Plooy, who is 21-years-old, was last seen on Friday afternoon (November 26) at around 5pm in Banbury.
She was last seen wearing black leggings, black trainers, a bright coloured patterned face mask and a grey hooded top.
She is known to frequent Oxford and is believed to have headed there with friends on a train.
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Investigating officer PC Kieran Dolphin, based at Banbury police station, said: “Willow has not been seen since Friday and we are becoming increasingly concerned for her welfare.
“I would appeal to anybody who knows of her whereabouts to please contact Thames Valley Police on 101, quoting reference number 43210537824.
“If you see her, please call us on 999.
“I would like to also appeal directly to Willow. You are not in trouble, but we want to know that you are safe, so please contact us to let us know where you are.”