Frying an egg involves a chemical change. The heat in the frying process gives energy to the egg's molecules and brings about a permanent change in the substance.
Chemical changes result in the formation of new substances, and the changes that occur cannot be reversed (at least without other chemical changes). The heat from frying an egg causes the egg's protein to change permanently in texture and in appearance through a process called denaturing. The liquid becomes a solid, and the "white" of the egg goes from being basically clear to being literally white. The fried egg's properties are different from those of the raw egg. These changes cannot be undone. Browning also takes place, another indication of a chemical change.