All entrances to Rally Park in the city have been closed by the police.
A police cordon remains in place this afternoon due to a ongoing police investigation.
A spokesperson from Leicestershire Police said:
“Officers are in attendance in the area of Rally Park in Tudor Road, Leicester, following a report of a serious sexual assault this morning (Sunday).
Police were called at 10.13am reporting that a sexual assault had happened in the area earlier in the morning.
The victim, a woman in her 20s, is with officers, receiving support and assisting with the investigation.
No arrests have been made at this time and enquiries are being carried out in the area.
Rally Park is cordoned off while officers are at the scene.”