A naked man wearing a white surgical mask assaulted two young women in Hornsby early on Sunday, police say.

The girls, aged 18 and 20, had alighted from a bus at Hornsby train station and then walked through the Hunter Street Mall about 3.45am.

When they reached May Street, the man allegedly jumped on the 20-year-old, pushing her to the ground, and grabbed the 18-year-old's skirt.

He ran away after they started screaming.

The women were not injured, police said.