Kids say things like this... it is merely them expressing themselves, honestly as a child can. And their "feelings" often ebb and flow.
I would, not exactly scold her for expressing her feelings, rather encourage it. But, at this age, guide her and tell her that she can tell you things no matter what and you will talk about it with her. Use it as a guiding opportunity. Not a "right" or "wrong" thing for which she will get punished or something... because as a child grows up... you WANT them to trust you and come to you with whatever they are feeling or problems they are having... you are probably her soft place to fall... for whatever she is feeling/experiencing. So that's good.
My kids, say things like that when/if they get scolded by their Daddy. I validate them, then tell them that Daddy loves them no matter what but that certain things are not always what they want etc.
And then the next thing I know, they are all hugging and kissing their Daddy. Like nothing happened. But I ALWAYS talk about it WITH them.... or, I hold their hand, and we both go over and talk to Daddy... about what is bothering them. Openly, without judgment. That "teaches" them that THEY can ALWAYS go to their Daddy too... without "fear" and talk to HIM about their feelings too. Openly and honestly, without fear of being scolded. AND it teaches them how to communicate, with both parents.
Afterall, a child this young, is exploring their feelings and they do have feelings. So, we have to help them to "cope" and to manage it.
Also, maybe something really bothers her about her Daddy. Little children have thoughts that to us as adults, may not be a big deal... but to a child it does matter. So explore that. Maybe something that happened even a few days ago, STILL bothers her. My kids, often tell me things.... that bother them. I encourage it. It is better than having a child that is all pent-up and stressed or frustrated.
But teaching them that "family" is important and we are ALL in it together as a TEAM.
All the best,
Susan