Under pressure after a dismal start to the season, Brown has varied his training methods since last Saturday's 6-1 thrashing at Liverpool in the hope of stimulating his team.
Among his ideas was for the squad to go "looking for clarity" by taking in some fresh air from Hull's iconic landmark – but the manager said he got more than he bargained for.
"We walked across there," Brown said. "We saved a girl, actually, considering her future, shall we say."
The Humber Bridge – one of the longest suspension bridges in the world – is a popular focal point for visitors but suicides have not been uncommon since it opened in 1981.
When asked how he managed to dissuade the woman from jumping, Brown spoke of "sweet talk" but then added that he did not really know if she was planning to end her life.
"You don't know do you, until someone jumps, whether they were actually going to do it?" he said.
The woman, who he claimed "was 40-plus but looked a lot younger than that", then "tootled off back to wherever she came from".