British Transport Police officers believe the woman could hold vital information about the theft at 10.15pm on Friday, June 10.
PC Richard Ward said: “The victim boarded the train at Grimsby and placed her case in the luggage rack at the back of the carriage.
“A woman boarded the train at Doncaster and sat near to the luggage rack. When the train arrived at Sheffield station she left the train with the victim’s case, containing items worth around £500.
“Unaware that her case had been stolen the victim did not realise it was missing until she reached her stop.
“The woman in the image is someone who I think has information about this incident.”
Anyone with information should call British Transport Police on 0800 40 50 40.