Definitely say something. Perhaps it's simply off-the-cuff, unthinking remarks on her part, but it might be something more insidious as well...
I know, as an active drunk, I was threatened by other peoples' sobriety (especially when it was someone with whom I used to "party"). Subconsciously, I was insulted and threatened by it, it made me feel bad about myself, because they were sober and I was not.
Your friend may feel that way, too (and may not even realize it) but might be trying to sabotage you....if you guys used to drink together, it's a big change in your relationship, and she may feel like your efforts are a slap in her face (it's not logical, but what alcoholic thinking IS logical?)