Seemberjeet Kaur, 35, mother of a three-year-old child, was last seen in Roberts Park, Saltaire, last Wednesday.
According to Telegraph and Argus, police are urging anyone with information to contact them.
Kaur, who had been taking medication for depression, had been due to collect her daughter from nursery school but did not turn up.
Her husband, Baljeet, raised the alarm when the school contacted him to ask where his wife was.
Police search teams are focusing on the River Aire and the Leeds-Liverpool Canal, as well as woods and the park itself.
Officers are particularly concerned because Seemberjeet was suffering from anxiety and depression and may wrongfully have had concerns about her health.