This is because of you have set invalid IP in /etc/nrpe.cfg
e.g my correct IP of ethernet is 192.168.0.50
vi /etc/nrpe.cfg
add this;
server_address=192.168.0.50
now, you should see the following in /var/log/messages
tail -f /var/log/messages
Jul 7 11:03:35 hackersgarage nrpe[24067]: Starting up daemon
Jul 7 11:03:35 hackersgarage nrpe[24067]: Warning: Daemon is configured to accept command arguments from clients!
Jul 7 11:03:35 hackersgarage nrpe[24067]: Listening for connections on port 5666
Jul 7 11:03:35 hackersgarage nrpe[24067]: Allowing connections from: 192.168.0.X