Emergency services were called to the Wilko store in Southgate on May 11. at around 2.39pm
Reports say that the 30-year-old had fallen from the shop roof after trying to get away from police officers.
The Yorkshire Air Ambulance was also called and landed at the Broad Street Plaza.
The area was cordoned off police officers as the injured woman was taken to hospital by road ambulance.
The incident has since been referred to the Independent Office for Police Conduct.
The IOPC spokesperson said: “We can confirm we have received a referral from West Yorkshire Police following an incident in Halifax yesterday (Tuesday 11 May) in which a 30-year-old woman sustained injuries.
“We will assess the referral and decide on our level of involvement, if any, in due course.”