Susita Darjee, 23, was last heard from while in the parking lot waiting for a friend to arrive.
"She notified her friend that someone was driving through the parking lot calling her name," a Shelbyville Police Department press release said.
Darjee was last seen at 11:30 p.m. Wednesday and discovered missing at 11:52 p.m., police said.
She is described as 5 feet tall, with black hair and black eyes, weighing 125 pounds and last seen wearing "a long sleeve black sweater with pink stripes that run horizontal, and black spandex shorts with green/pink designs on the side," the press release said.
No description was given of any vehicle in which Darjee may have left.
Contact the Shelbyville Police Department, 684-5811, with information.