This is the second case in the district after a 50 year-old-man was found positive for the virus, Chief Medical Officer Srikant Tiwari said.
The woman had been attending to her ailing father in Delhi's Safdarjung hospital along with her mother and sister.
The family returned in an ambulance to Bansgaon village in Gorakhpur on Tuesday and were asked by the village head to report to the district hospital.
The ambulance driver left the family at the gate of the district hospital and fled from the spot, officials said.
The family was kept in quarantine at the hospital and their samples sent for testing. While the woman has tested positive for coronavirus, the other family members are negative.
Gorakhpur Comissioner Jayant Narlirkar said since the woman came directly from Delhi to the district hospital, there is no threat of the virus spreading in the village.
The entire family is quarantined since Tuesday and the woman has been admitted to the BRD medical college.
Both the cases in the district are connected to Safdarjung Hospital.
The man, who had earlier tested positive for coronavirus, was admitted to Safdarjung Hospital and had returned to the district recently. COR SAB DVDV