Police have not yet found any evidence to support a woman's claim that she was raped outside a church in Epsom, Surrey.
Protesters gathered in the town this week amid rumours that asylum seekers or immigrants were involved.
However, officers said on Friday there was no evidence of that.
They also said there was no evidence "of the offence as reported".
The woman, in her 20s, said she was followed after leaving Labyrinth Epsom nightclub on Saturday.
The alleged attack is said to have happened between 2am and 4am outside a Methodist church on Ashley Road.
Assistant chief constable Sarah Grahame said Surrey Police had reviewed CCTV, interviewed potential witnesses and carried out house-to-house enquiries and forensic investigations.
"To date, we have not found any evidence of the offence as reported but the investigation is ongoing," she said in a statement.
"There has been much speculation about the non-release of a description of any suspects, especially regarding the ethnicity.
"No descriptions have been released as the information about the incident and potential suspects is so limited. To address the specific commentary, there is no evidence that asylum seekers or immigrants were involved."
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Protesters demanding information on the case congregated in Epsom town centre on Wednesday, with dozens of police carrying shields also deployed.
The demonstration had been promoted online by Danny Tommo, a former associate of right-wing activist Tommy Robinson.
The group blocked the road before leaving the scene around 8pm.
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