I am assuming the context here is that you were together, then you were apart, then you come back together and are asking what she was up to in the intervening time. If this is not the case (e.g. if you had never met before this instance), please edit the question to clarify
"In your memory" in this context makes sense. It implies that while you two were apart, you were reflecting on all the good times the two of you had together, your "memories" of her. You were reflecting on specific experiences of her in the past.
"In your thoughts" would also work, but would mean something slightly different. It would mean that you were thinking of her more generally during her absence. The implication is more that you were thinking about what she might be doing at that moment or about her as a person or your feelings about her.
EDIT: If she wants to say that she was thinking about you, not that you were thinking about her, she could say "In my thoughts." Likewise, if she was thinking about your good times together, she could say "in my memories." But "in my memories" would make the most sense if she was saying that your times together were very far in the past e.g. if you were high school sweethearts meeting 10 years later.