"'I'm fine' never actually means you are fine."
Do you ever ask someone what's wrong when you see they are upset, and they say "nothing, I'm fine" even though you can clearly tell that isn't the case? This is usually associated with women, but everyone does it from time to time.
Women often think that they have to be strong or people will dismiss them as overly emotional, so they try to guise their feelings by saying that nothing is wrong - even when it is. Eventually, whatever has been bothering them will come out, but there is a natural temptation to keep it all inside so that they do not seem weak.
If you are trying to find out what is wrong with someone, simply ask them calmly and kindly - and make sure that they know they are safe talking to you about whatever is wrong and that you won't judge them, so they won't have to worry.