The Coastguard responded to two people in the water near to Worthing Pier yesterday afternoon (December 11).
A HM Coastguard spokesman said Sussex Police requested assistance at around 2.20pm after being alerted to two people in difficulty.
The search and rescue helicopter based at Lee-on-Solent was deployed, as well as Shoreham and Littlehampton Coastguard rescue teams and Littlehampton and Shoreham RNLI inshore lifeboats.
A Shoreham RNLI spokesman said the Shoreham inshore lifeboat was deployed at 2.30pm and located the man and the woman, who were pulled into the lifeboat and placed in the care of the South East Coast Ambulance Service.
The woman was distressed and suffering from a low body temperature due to being in the cold water, said the spokesman.
Sussex Police and Worthing Beach Office were also in attendance.
Shoreham lifeboat coxswain Steve Smith said: "They were both tired and cold after jumping into the water and trying to swim. We responded as quickly as possible and rescued them from the sea.
“We just did what we are there to do - saving lives at sea.”
South East Coast Ambulance Service have been approached for more information.