Yellowing (Jaundice) of the sclera (whites of the eyes) is usually from elevated bilirubin levels in the blood. This could be from liver dysfunction or other malfunction of the hepatic system. The best way to determine what is going on is to start with a panel of liver enzymes and some other blood work. Sometimes, viral infections such as Hepatitis A can cause temporary yellowing of the eyes because of how it affects the liver. I would say it needs to be a concern but would not stress out about it until you find out what might be causing your particular case. Sometimes the sclera can look yellow and have no liver involvement whatsoever. But by having the blood tests, your Dr can let you know if everything looks ok or if something needs investigating further.
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