A Wales football supporter was asked for "sexual favours" instead of paying for a taxi in Armenia, according to the fan embassy.
She was left feeling distressed and vulnerable when the driver got in the back of the vehicle with her, it added.
There are hundreds of Wales fans in capital Yerevan ahead of Saturday's crucial Euro 2024 qualifier.
Fan Embassy Wales said the female involved wanted other fans to be aware of what happened on Thursday.
The British Embassy in the country has been asked to comment.
In a statement, Fan Embassy Wales – which looks after Wales fans travelling on away trips – said the local police had also been notified after the alleged incident.
On X, formerly Twitter, it said: "A serious incident took place last night when a Welsh fan was in the back of a taxi from (the city's) Beatles Pub.
"The driver pulled into a quiet place and joined her in the back asking for sexual favours as payment.
"She is okay and got out unscathed, but is obviously distressed and must have felt very vulnerable."
Hundreds of Wales fans have travelled to the country ahead of Saturday's game, with a victory keeping alive Wales' dream of automatically qualifying for Euro 2024.
Fan Embassy Wales said the female fan had asked other supporters abroad to be made aware of what had happened.
They also urged others to "be aware and, if you are a single person late at night, please be extra careful".
"The best advice is to take a photo of the cab and post it to a mate or don't travel alone if possible," a spokesperson added.
