"She had a worried look on her face" is perfectly fine and natural.
It is. So is "She had a worrying look on her face" - the sentence asked about. There are many other good sentences. Even with the added context, both 'worrying' and 'worried' fit.
keyhani, if you mean that the other person looked worried, you need 'worried'. If
you are the one who is worried by his look, then 'worrying' is the word you want. His look is worrying you.
As usual, the correct sentence is the one that expresses the intention of the speaker/writer. There will almost always be other similar correct sentences that do
not express this intention.