Ms Yan posted on Chinese social media that she “took antipyretics and managed to pass through checks at the airport and enter French territory” after suffering from a fever and a cough, according to the Chinese embassy in France.
She had reportedly come from Wuhan, the city at the heart of a coronavirus outbreak that has now been placed on lockdown.
“The Chinese ambassador received calls and emails from several Chinese citizens” about the post, and contacted the woman to tell her to phone emergency services immediately, according to the embassy spokesperson.
Ms Yan said health authorities told her not to get tested as she no longer has symptoms, they said.
Ms Yan posted on social media that she had a temperature, but “managed to get it down and my exit was smooth” after taking some medicine, according to the BBC.
She also reportedly said in the post that she was eating nice food in Lyon, saying “when you are in a gourmet city of course you have to eat Michelin [food]”.
Airports around the world have been on high alert over fears that the virus — which has killed at least 26 people — could spread from its epicentre of Wuhan.
Other cases have been reported in Japan, South Korea, Singapore, Thailand, the US and Vietnam.
Fourteen people have been tested for the suspected coronavirus in the UK, with five results coming back negative and the others still outstanding, according to Public Health England (PHE).
Health officials have said 800 people have been infected with the disease, which gives flu-like symptoms but can develop into pneumonia.
The World Health Organisation (WHO) said it is “too early” to declare an international public health emergency over the outbreak.
Additional reporting by Press Association