Officers are appealing for specific witnesses including the drivers and passengers of a dark, metallic car which stopped outside the pub to check on the welfare of the victim and another car which also stopped.
A spokesman for Thames Valley Police said: "Between 12am and 2.30am on Sunday the victim, a woman aged in her 20s left the Chinawhite enclosure at the Henley Regatta with a party of people who she had met there. She walked to a residential street in the Harpsden Road and Reading Road area of the town to a car where she was subsequently raped outside the vehicle. The three men then left in the vehicle."
Detective Chief Inspector Lis Knight, from Thames Valley Police, said: "Detectives are investigating the circumstances which occurred in the early hours of Sunday in a residential street, and work is ongoing with the victim. Incidents of this nature are rare in the area and we are working to establish what happened.
"The victim is being supported by specially-trained officers at this time.
"I would like to ask the public to think back to the early hours of Sunday morning - did you see a woman with a group of white men and a car in a residential street?
"I would also like to speak to the drivers and anyone who was an occupant in the cars which stopped in Reading Road where the woman, was found distressed."