Not necessarily, anonymous.
Put it this way: the ralts line are highly empathic. If you haven’t felt any overwhelming waves of pain any time your gardevoir has mega evolved, chances are she’s fine. Likewise, mega evolution only really carries a risk to the pokémon the first few times they do it, as the process introduces a surge of power they’re not used to handling (for the most part). Once trained, a pokémon can learn to control that power enough to reduce or eliminate the pain involved with transformation; it really depends on the amount of care and work their trainers put into helping them.
In short, I have no doubt your mega gardevoir is fine, anonymous, but if you wish for further reassurance, all you would need to do is ask her how she feels about mega evolving.
The Pokédex According to Bill 