On the assumption you mean the edges of the leaves are curled or rolled over, it might be Bay Sucker. An infestation of this pest usually also means the leaves look poor, with yellowed areas, but you have not mentioned any other symptoms, so without photos, its not possible to be certain what the problem is.

You can use insecticide for Bay Sucker, but those available for use on bay plants that are to be used for culinary use will have no effect; if your bay tree is purely ornamental and none of the leaves is ever used for cooking, then sprays containing acetamiprid will give some control if used at the right times,see link below for full information

https://www.rhs.org.uk/advice/profile?PID=505