Emergency services arrived in Warnham Road near Rookwood Golf Course at around 2.30am.
Sussex Air Ambulance landed on the course.
The 20-year-old woman was reported missing from a Horsham home earlier that morning.
Police say she later called 999 and told officers she was on a bridge.
A spokesperson for Sussex Police said: “A 20-year-old woman was flown to hospital after being rescued from a bridge near Horsham in the early hours of Sunday morning.
“The woman was reported missing from her home in the town at 12.45am. She rang police from her mobile phone at around 2.25am and said that she was on a bridge in Warnham Road near the Rookwood Park Golf Course. Officers attended and pulled her to safety.
“However, she had suffered injuries before police and paramedics arrived and was airlifted to Southampton General Hospital.
“Her condition was described as ‘poorly’ on Sunday evening.”