Prabha Arun Kumar was on the phone to her husband in India as she walked home from work, when she was stabbed repeatedly in the neck while walking through a public park, just 300m from her home, on March 7.
After she was found lying injured, she was moved to hospital, where she died the same night.
Sydney police is now looking to speak to the person who was seen in the footage walking nearby through Parramatta Golf Course near Jubilee Lane on the night of Prabha Arun Kumar's murder, Sky news reported.
"The person in the footage is the one person we have not been able to identify so far, after months of exhaustive inquiry," Acting Inspector Ritchie Sim said.
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Sim said officers recently discovered the footage as they again canvassed the area around where the killing took place.
The investigations in one of the high-profile case is expected to be widened to India with detectives from Strike Force Marcoala, formed by State Crime Command's Homicide Squad to investigate Kumar's death, due to travel to her home town in Mangalore, amid community plans to honour the slain woman with a service close to her birthday, the report said.
"Prahba's death has affected a lot of people, including her family in India. These people need closure and we are reliant on the publics' help to allow us to give them that," he added.
A plaque bearing Kumar's name will be unveiled during her birthday on November 22, the report said.
"We remain in close contact with Prabha's family and we have invited them to attend the memorial event. We will also assist in helping the family to make the trip to Sydney from India," Sim said.