Police say 23-year-old Zhejuan Huang was seen on Arden St in Coogee about 4pm on Tuesday, and may have taken a walk on the esplanade around the city's eastern beaches.

Before Tuesday's sighting, Ms Huang had not been seen or heard from since she attended an inner-Sydney church on Sunday afternoon, and police say they are concerned for her welfare.

The University of Sydney student's mobile phone records could prove vital in the search for the missing woman, police said.

Ms Huang, who is also known as Janice, was reported missing after she failed to attend a university study group this week.

Her friends said Ms Huang was a diligent student, and her failure to attend the study group was out of character for her. Police said they held concerns for Ms Huang's welfare.

Police said the the previous sighting of Ms Huang was about 4.30pm on Sunday at St Barnabas Church in Broadway. The Anglican church holds a service at that time conducted in English and Mandarin, which is attended by many international tertiary students from China.

St Barnabas Reverend Michael Paget said Ms Huang had been attending the church for several years and was "a much loved and warm member of our congregation".

He said the church was very concerned by her disappearance as it was "very much out of keeping with what we've come to expect from Janice".

Ms Huang lives in Ultimo, several hundred metres from the church, and police have searched her home in a bid to find her.

Her family in China have also been notified of her disappearance.

Acting Inspector David Parker, from the Sydney City Local Area Command, said Ms Huang's mobile phone was last used in the Coogee area on Tuesday, two days after she was seen at church, however police had been unable to track her down.

"We're making further inquiries today, and the investigation is ongoing," he said.

"She has not been reported missing before. According to her study group, she's normally very attentive to her studies and missing that appointment was out of character."

A spokeswoman for the University of Sydney confirmed the university had been advised of Ms Huang's disappearance and were assisting police.

"While always concerning, in most cases in which students are reported missing they are found safe and well. We hope that is the case for Zhejuan Huang, and offer our support to her family and fellow students at this time," the spokeswoman said.

Acting Inspector Parker appealed for anyone who had seen Ms Huang since Sunday, or who knew where she was, to contact Crime Stoppers on 1800 333 000.