Some PSU's do make whining noise due to vibration of some components at high frequency. This does not necessarily mean the PSU is faulty, just that the vibrating components may not have been "glued" down (properly) during manufacture to suppress this noise.
Sometimes the noise disappears over time as components "settle in".
Does the noise appear when the system (PSU) is (heavily) loaded? And the noise goes when the system is idling (relatively unloaded)?
If the noise is too loud and/or too distracting the PSU may be RMA'd for repair or replacement.