What do you do when you're worried about a friend but you don't know what to do?

I seldom talk to one of my best friends, only over the internet, though we're still good friends. I'm worried she might be depressed or something, I'm not sure what's going on with her. She's not the type to dump her problems on someone else so I'm kind of tip-toeing around it through messages. She told me she was sad, than when I asked her why she just said she was sad but she's trying to do the whole having a more positive outlook thing. I don't know if she was just sad or if something happened or if she just feels stuck in her situation which I'm not sure what that is(confusing I know). When she told me she was sad, I jokingly said, "Don't cut yourself!" And she got kind of defensive, but she said it's just because a lot of people think she's emo for dressing punk-rock style. And what are your experiences and any advice? I want to know what's wrong, or at least be able to comfort her, because I'm worried and I know she's not the type to be upset easily.