Welcome to BYC! Is it a hen that the rooster is picking on? He's probably trying to breed her. Also how many hens do you have? 1 Rooster can breed 10 hens. If he has less than 5 hens he will probably be mean to his girls over breeding them. Roosters will try to breed as many hens as they can.
Do you have a need for fertile eggs to sell or hatch?? Otherwise it's not necessary to have any roosters at all. Hens will continue to lay just as many eggs without one, tho they will be infertile. Roosters may give the warning if they see predators but, they aren't going to hold the fort. Either they run with the hens or the predators take them out first.
Is this a recent thing or has the rooster been picking on her from the start? You could try getting "pinless peepers," for him. They prevent the bird from seeing straight ahead which throws their aim off. It will give him something else to think about and he may leave your hen alone.
But "pinless peepers," in the search box to learn more about them.
Welcome to BYC and the coop! There's a lot of great peeps here! Feel free to ask lots of questions. But most of all, make yourself at home. I'm so glad you decided to joined the BYC family. I look forward to seeing you around BYC.