The incident is alleged to have happened near Chertsey Bridge between 6.45 and 7.30pm on Saturday.
A number of enquiries have already been carried out, including obtaining CCTV footage from nearby business premises.
A cordon was put in place but is due to be lifted shortly.
Anyone with any information is asked to direct message Police quoting ref PR/45250027885.
Police say: “We appreciate the concern that this incident will cause within the local community, and we would like to reassure you that we are working at pace to establish the circumstances of what has taken place.”
