Well it could mean one of two things. She really doesn't want 你 to worry about her 或者 she does want 你 to worry about her. Kinda depends on the situation I guess.
What's the context? I know I say that a lot when I'm trying to save face. Maybe she just doesn't wanna seem needy 或者 clingy. It would probably make her happy if 你 checked in on her once in awhile in some way, depending on what the situation is.