Ok I think I've found it - it was probably: Iria: Zeiram The animationIria: Zeiram The Animation (sorry about misguide about robot name) - I need to double check it, but I think it turned out I've seen only couple episodes of it, not complete story.
Iria is the story of a girl and the Alien being she loves to hate. The series begins with her brother, Gren, taking a job. He is a bounty hunter, and one well known for his incredible skill. Iria, being a skilled apprentice bounty hunter herself, tags along. What is the job, one might ask. It is to find out what has happened to the crew and cargo of a Space Station. Needless to say, nothing is as it seems, and the war between Iria and Zeiram begins in earnest.
