Devikiamma Pillai, a South African national of Indian origin, came to India on vacation and checked in at a guest house in south Mumbai's Colaba area on February 21.
On February 23, she took a train for Bhubaneswar from the Lokmanya Tilak Terminus here, but afterwards her daughter could not contact her. Her last mobile phone location was traced to Gondia in Maharashtra.
"She hadn't been missing. She was actually travelling to places including Bhubaneswar, Howrah and Varanasi. The woman returned to the lodge in South Mumbai today," said senior inspector Mahesh Balwantrao of the GRP.
Police recorded her statement. According to Ms Pillai, her phone stopped functioning after she reached Gondia and she couldn't restart it.
Subsequently, the manager lodged a complaint with Kurla GRP on March 2.
Police had formed a special team to search for her.