Make sure she has places to hide and she should be fine. Still, keep an eye on them just in case. If she doesn't stand up for herself eventually, she might get too stressed by all the chasing. Stress in turn can cause all sorts of things, such as making the fish prone to disease.
EDIT: Hmm, I just noticed from your sig that the fish are kept in a 5g tank. This is much too small for blue gouramis, and in this size tank the female has little chance of getting away when needed. I hope you plan on moving them to the 29g? Though considering the adult size, territory requirements and possible nastiness of this particular gourami species, even that one is on the small side.