And on her side (the receiving end of the warning), you can use the verb "to heed" or "to give/pay heed to" "She did not give heed to his warning" "She did not pay heed to his warning" "She did not heed his warning" To heed is similar to "to listen", used particularly with the idea of listening attentively to warnings and acting upon them.

You could also say 'She took no notice of his warning'

To give a warning. E.g. He did not give her any warning.