Officers working on the case said they had uncovered "several items" including women's clothing in a search of woodland near Roberton.
The Sunday Mail newspaper reported that other "significant items" had also been found.
Ms Caldwell was 27 when she was found dead in May 2005.
Her body was discovered in woodland near Biggar.
The items found by police are being forensically examined to determine if they belonged to Ms Caldwell, who had been working as a prostitute at the time of her death.
Police have appealed again for witnesses in the hope that someone with information will come forward.
Det Sup David McLaren told the paper he was "certain there are women out there who have information that will contribute towards putting Emma's killer behind bars", and urged them to get in touch.
Police Scotland said the information given to the newspaper by Mr McLaren was accurate.
In April, police carried out a "detailed forensic search" of the site where her body was found on the anniversary of the last day she was seen alive.
New evidence has been found by detectives hunting the killer of Emma Caldwell, whose body was discovered in South Lanarkshire.