Well it could mean one of two things. She really doesn't want anda to worry about her atau she does want anda 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 atau clingy. It would probably make her happy if anda checked in on her once in awhile in some way, depending on what the situation is.