Not sure how old your daugher is, but obviously old enough to be in a big bed, so old enough to understand simple rules.
I'd explain to her in advance that she sleeps in her room and tell her she cannot sleep in your room, except on special occassions.
When my son would wander to our room, I would walk him back, tuck him in, kiss/rub and go back to bed. yes, it was annoying at first, but he got he hang of it.
Depending on your daughter's age, you could put a baby gate at her door. If she is not completely awake, she may wander back to her bed on her own. I have even known people who have installed a screen door on their kids room so they could keep the door open, but keep them confined. This may not be appropriate for your daughter if she is old enough that wandering the house at night is not really a safety concern.