This happens all the time, and It can take different forms.
Maybe he/she knows something and it's giving you an advice 'between the lines'...
Alternatively, he/she may be yearning to push you out, which may be difficult using the regular steps (maybe due to seniority, performance level, race/gender, etc.) - so he/she's is applying an extra layer of pressure in order to see you go...
Without more details it's hard to tell what's going on - whatever happens you will not have fun working with that Manager any more