。
She's absorbed in tennis.
Literal
She [topic-は] tennis [in-に] is-deeply-into.
熱中 (netchū, 'enthusiasm, absorption') literally 'hot-middle,' a Sino-Japanese compound suggesting being heated through and through with engagement. Combined with する it forms 熱中する ('be absorbed in, be devoted to'); the resulting state takes ~ている for 'is currently deeply into.' The に on テニス marks the focus of the absorption — a fixed case-frame for predicates of mental engagement, alongside 夢中になる ('be enthralled by'), 興味がある ('be interested in'), 関心を持つ ('hold interest in').