Police were called after a report of a woman being the victim of a serious sexual assault near Sovereign Street at about 2.45am.
The force says enquiries are at 'an early stage' but are ongoing.
Crime scene investigators were on scene near Sovereign Street as part of the investigation.
A spokesman for West Yorkshire Police said: "Police are investigating a report of a serious sexual assault on a woman off Sovereign Street at around 2.45am this morning.
"Enquiries are at an early stage and remain ongoing.
"Anyone with information can contact police on 101, quoting log 208 of 5/10."