The mayor of Albury has cautioned women not to walk alone at night after the alleged rape of a 17-year-old girl, saying it was an invitation to be taken advantage of.

Kevin Mack made the statement after the girl told police she was approached by three men on a footbridge in Albury on Tuesday night as she walked home from work.

The men dragged the girl into nearby bushes and sexually assaulted her at knifepoint, NSW Police said.