Should I be concerned?
How old is she? Is she having any symptoms of coccidiosis, such as lethargy, puffed up or hunched posture, diarrhea, and refusing to eat? Many chickens will just sit with their eyes closed when they are sick. That can be treated with Corid (amprollium) in the water.
Can you open her eyes to check if there is any color change, change in the size or shape of the black pupils, or for any cloudiness in the eye? Sometimes they can get things in the eyes or they can get stuck together with excessive tears. Is she able to walk if you stand her up? Do you have any strong ammonia odor, dusty conditions or dusty feed in the coop? Here are a couple of good articles to read about eye problems: