The incident happened at around 8.15pm on Saturday 26 January in an underpass by Meadowmill Sports Centre.
A 19-year-old woman walking towards Prestonpans from the Tranent direction observed a group of around ten youths, both males and females, aged between 15-19-years-old in the underpass.
As she continued to walk through the underpass three youths have approached her and exposure themselves at her.
The victim was uninjured and fled away from the scene.
The first suspect is described as white, 5ft 8ins tall, around 16-years-old, of medium build with blond hair that had curls at the front. He was wearing black tracksuit bottoms, trainers and a black hoody.
The second suspect is described as a white male, of slim build, with dark brown hair and was wearing black jogging bottoms, a black scarf over his mouth and a black hoody with writing on the front, possibly ‘North Face.’
The third suspect is described as a white male, smaller and younger than the others involved, wearing grey jogging bottoms and a black hoody.
Officers are now appealing for witnesses and anyone with information is asked to come forward.
Inspector Kevin Sinclair from Dalkeith Police Station said: “This has been a frightening experience for the victim who was thankfully uninjured but understandably very shaken by the ordeal.
“This sort of behaviour is completely unacceptable. I would ask anyone who witnessed the group of youths in this area last night, or the incident in the underpass, to come forward to help with our investigation.
“Anyone who may be able to identify those involved, or have any information to help us trace them, should call us as soon as possible.”
Those with information can contact Police Scotland on 101, quoting incident number 3902 of 26 January, or Crimestoppers anonymously on 0800 555 111.