Jessica, 16, was last seen in the Agbrigg area of Wakefield at about 8.30pm yesterday.
She is described as being about 5ft 3ins tall and of slim build.
She is believed to be wearing a black Nike puffer jacket, a black sports bra top, black leggings and white Nike trainers. She is also believed to be wearing a black wig.
There are concerns for her welfare and officers are making enquiries to locate her.
Anyone who can assist is asked to contact police in Wakefield on 101, or by using the 101LiveChat on the West Yorkshire Police website.
The log reference is 1897 of February 10.