What does it mean when a woman says "I've been thinking about you"?

I was working at my desk when a coworker came by and said, "Hey how are you doing?" after I told her I was having a decent day, she said "I've been thinking about you". and then walked away before I could respond.

What does this mean? We talk on occasion, but don't normally talk one on one... I think she knows I have a girlfriend too.