Mon amie va bien.
Notes
"Mon" is linked to the noun that follows, not to the gender of the person talking.
e.g:
Léa says: "My (masculine singular) brother is called Tom" (Mon frère s'appelle Tom.), because brother (frère) is a masculine word.
Tom says: "My (feminine singular) sister is called Lea" (Ma soeur s'appelle Léa.), because sister (soeur) is a feminine word.