Police are today appealing for witnesses who saw the woman being followed just before 3pm on Tuesday last week, which was May 17.
The victim was outside M&S when the man, who she did now know, began following her.
He stayed behind her as she walked to Midsummer Boulevard towards the Jobcentre.
The offender then threatened the victim, saying he would stab and sexually assault her, say police officers.
The vwoman asked for help from members of the public and the offender turned and left back towards centre:mk.
He is described as a white man in his thirties, around 5ft 8in tall with short receding blonde hair. He was wearing a grey t-shirt with a black stripe across the chest with dark tracksuit bottoms and black trainers.
He was carrying a beer can.