Police believe she may have fallen from a moving vehicle, around 1.45am on Saturday, June 18.
The woman was taken to Dumfries and Galloway Royal Infirmary, where she remains in a critical condition.
Enquiries are ongoing to establish the full circumstances, and officers are asking anyone who saw what happened to contact police.
Detective Inspector Craig Nicolson said: “It’s vital we find out exactly how this woman has come to be injured and I would appeal to anyone who saw what happened to come forward.
“Despite this happening in the early hours, we know there were other vehicles on the road and there were people coming and going from the location of last weekend’s Eden Festival site.
“I would ask anyone who was in or has dash-cam footage of the area between midnight and 2.30am to contact police on 101 quoting reference 0336 of 18 June, 2022.”