Hongyuan Li is believed to have walked away from her family's home on the 600 block of West Valencia Mesa Drive between 10 a.m. and 12:30 p.m.
Li's family members said she has only been the U.S. for about a month and only speaks Mandarin Chinese. They said she has been taking medication for depression.
Li is 5 feet 2 inches tall and weighs about 110 pounds. She was last seen wearing a grey jacket, purple turtleneck and black pants.
Anyone with information was asked to authorities at (714) 738-6716.