It comes five days into a six-week countdown for the country to be officially declared Ebola-free.The quarantine will last for three weeks, provided no new cases are recorded.
More than 11,000 people have died since the start of the Ebola outbreak in Sierra Leone, Guinea and Liberia.
The BBC’s Umaru Fofana in the capital, Freetown, says the authorities had been optimistic after a long period without any new Ebola cases and this caught them off-guard.
Our correspondent says the quarantine is stricter than previous ones. It includes a curfew in which people will not be allowed to move from one house to another.
Soldiers and police have been deployed to keep the quarantine in Sellakaffta, a village in Kambia on the northern border with Guinea.
The World Health Organization and Sierra Leone’s health ministry are planning a vaccination programme for those who could have come into contact with the woman.
Guinea is still trying to contain its outbreak while the WHO announced that the Ebola virus had stopped spreading in Liberia for a second time on Thursday.
It had been declared free of Ebola transmission in May but then more cases were found the following month.