How old is your dog? Has she been thin for a while, or is she recently losing weight? What and how much do you currently feed her? Some adolescent dogs go through a period of time where they get on the "too thin" side, and you can certainly increase her caloric intake to try to combat it, but I wouldn't panic if she's only minimally underweight and has checked out healthy, has a glossy, healthy looking coat, good muscle tone, and good activity level.
If you want to get her weight up, you can try feeding satin balls (someone else may post the recipe, or you can search it), which are just a high fat, high calorie supplemental "treat" or meal. You could increase her normal feeding portion. Or, you could find a different food that is more calorically dense, with higher fat than what she's currently eating. A lot of puppy foods would fit that bill, or there are quality adult foods that do the same. Is she picky? Or does she eat everything you throw at her?
A few personal experiences... one of my (adult) dogs came to me very overweight, and I dieted/exercised him down to a healthy weight.
He became very active, and spent the first summer I had him bordering the "too thin" line, though he looked great otherwise, beautiful coat, energy for days. At the time, he was eating a couple different high protein, grain free foods, mostly dry with a little canned here and there. I wasn't terribly concerned, but switched his food to a slightly lower quality food that fall because It was much cheaper and not significantly lower quality, and was surprised to see him actually gain a little weight, despite the same level of activity. He's been on that and similar types of food since then, and has done well, still lean -people who have only seen "normal" fat representatives of his breed think he's sick rolleyes, still super active and I get compliments all the time on his coat.
That said, even now, there are times when he's active enough that he's eating twice the recommended amount on the bag, and still on the thin side, and in those cases, I also supplement with more calorie dense scraps, and will sometimes mix in higher fat foods or use those kibble as treats.
The physical scale for determining proper weight is very subjective (i.e.: some vets say you pet is at a great condition, others too fat and others too thin). Do you have any concerns with your pet's condition? Can you easily, but not see, her ribs?
The easiest way to gain weight on a dog is to up the food intake, if that doesn't work then changing to a more caloric dense food is another option.