Staying in a bathroom with the door closed can seem really lonely.
How old is your baby?
Have you thought about an expen and putting everything in there? You can leave a radio on with a nice easy listening station on. It is good that you are checking on her, but when you leave, try not to make a big deal of it, or it can make her more stressed. If she is just a puppy, it should get better as she gets used to the fact that you will always come back. She is in a whole new world away from her mommy and littermates, it can take a while
You can post this in the training section and probably get more advice and opinions.