Dyfed-Powys Police said officers looked into the report, which was said to have happened between 03:00 and 03:30 GMT, near St Peter's car park, Carmarthen.
The area was cordoned off and St Peter's Street was closed while forensic officers investigated.
The force said it was no longer looking for anyone in relation to the claim.
Police have ended an investigation into claims a woman was sexually assaulted near a Carmarthenshire town centre car park in the early hours of Saturday.