Police say the call for a fire came in just before 2 p.m. Saturday at the Lowe's on Shaw and Clovis avenues.
They say she started a fire inside one of the sheds, and witnesses helped get her out of it.
The woman was treated for injuries and has been detained by Clovis Police.
Investigators are trying to determine if she set the sheds on fire on purpose or if she was trying to keep warm. From there, it will be determined if she'll be arrested.
Two sheds were destroyed by the fire.