Officers from the Metropolitan Police were called to Bedford Road at around 8am on February 13 with reports of the incident.
The victim, a woman in her 30s, is being supported and an investigation has been launched into the circumstances.
There have been no arrests at this stage.
The alleyway is believed to connect Bedford Road with Pinner View, and was seen taped off with crime scene tape on the day of the incident.
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A Metropolitan Police spokesperson said: “Police were called to Bedford Road, Harrow, at around 08:00hrs on Thursday, 13 February to reports of a sexual assault.
“The investigation is ongoing and the victim, a woman in her 30’s, is being supported by officers.
“There have been no arrests at this stage.”
