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[sulliwk068630]

I'm happy you were worried about me = ureshi na shinpaishite kure ?

I feel like I may be missing a key word in there somewhere since I'm just going off of my gut from watching far too much anime.

[Bissen]

Your feeling is right - the sentence isn't quite so
I'll write it in romaji for you.

"shinpaishitekurete ureshiidesu" = "I'm happy you worry about me" or
"goshinpai arigatou" = "thank you for your concern".

I don't know how much you know about grammar etc., nor how close you are with the person you're saying it to. The first one is more casual than the latter.