I had this happen to me. My one hen lived alone just fine for quite a while. I was working on getting her two companions and it took some time, about 2 months, but she did seem OK by herself. And of course, when I put the two new hens in there, she immediately chased them! Wanting to let them know who was Queen of the Coop! They worked it out after about two weeks.
They are social animals and normally live in groups. Try and observe your hen very closely: is she eating and drinking enough, does she seem hyper-alert or just normal, etc? All that can help you assess if she's OK by herself. You don't want her to be pining away and not eating, or terrified about being alone all the time. They do tend to be quite stoic, so you must be sure you are careful in watching her - she will tend to be sort of acting like everything is OK. As long as she is eating and drinking normally, seems able to relax and dust bathe, well, OK... but. I *would* advise you to try and find her a companion, if you can.