A Line in the Sand

Here's something that comes up often - probably for most people.  And I'm having a toss-up with myself over it:  I'm the supervisor at work. And I had one of the women I supervise call me at home because she "needed to talk".   In the voicemail left, it was clearly not about a work issue, and it was something she said she didn't want to bring up at work. 

I didn't call her back.

And I'm going back and forth with whether I should?  or shouldn't? 

I don't want to be the "girlfriend" who's holding someone's hand over every little crisis.  Don't get me wrong, I'll be there, I'll be supportive, if there's a bigger issue at hand than, say, trouble with grown children, or grandchildren, who aren't "behaving". 

Where do you draw the line?

I know that I don't want to be the kind of supervisor who is seen as "playing favorites" with anyone.  I also don't want to be the one who is so "supervisory" that I seem unapproachable - which is a challenge for me because I'm very focused on my work in the workplace, with very little on the social side of working.  I take my lunches away from the break room so that others don't feel like they need to "censor" their behavior or comments for this reason as well.

Which brings me back around to my original question: 
Should I have called her back to be her shoulder to cry on?

My instinct in the moment was "no",
and I think that's going to be my line in the sand. 

It's one thing to allow it when it relates to work issues,
or major life changes, but I'm not up to being that shoulder
when someone around her has issues.
No matter how much I like her.