Police are searching for a 19-year-old woman from Chichester.
Bethany Forbes-Lish was last seen at her home in Lewis Road at around midday on Sunday.
Detective Sergeant Kate Witt from the missing persons team said: "We are concerned for Bethany's welfare and believe she has gone to the St James's Park and Westminster area of London."
"She is white with collar length brown hair and 5' 5" and was wearing dark blue jogging bottoms, a blue jumper, a blue denim jacket and orange trainers.
"We would urge anyone who sees her or knows where she is to get in touch."