The police immediately fanned out to search for the woman, who works at a bank, after they got a message from one of her friends on a life-saving WhatsApp group that she had not returned home on Saturday night, Director General of Police SK Gautam said.
The WhatsApp group was created by a sub-inspector to keep in touch with nearby residents, Mr Gautam said, adding a piece of paper was found with the woman on which it was written "ten cuts in three days", strongly suggesting she had been 'playing' the game that is suspected to have motivated several young people to kill themselves.
The woman had locked herself in a room at her house for a long time before she went missing on Sunday, police said.
She has been reunited with her parents now and is being counselled.
The police have asked Puducherry residents to contact them on the WhatsApp group if they suspected someone of playing the Blue Whale game.
Senior police officer SK Gautam gave Rs 2,000 as a token of thanks to the sub-inspector who saved the woman. A constable who accompanied the sub-inspector was also rewarded.
On Saturday, Puducherry Chief Minister V Narayanaswamy had said his government would bring a legislation to tackle Blue Whale cases and form monitoring panels.
Cyber security experts believe the dangerous game originated in Russia. They say the game's handlers tell players to complete a set of challenges that becomes more difficult as the player progresses in harming himself or herself, eventually leading to suicide.