Remember the Superman movie when Superman arrives too late to rescue Lois Lane? If the bad guy has him embroiled in other pressing matters most readers will accept that the hero can’t be in two places at once and this will ass to the suspense as he tries. You could end the chapter with a cliff hanger then start the next chapter with the damsel having to rescue herself.
Alternately, she could be doing something he told her not to do. At first, he’s like okay, lady, you got yourself into this . . . Then he finds out there’s more at stack than merely trying to teach her a lesson, but by then it’s too late.