It's impossible for her to know straight after sex that she's pregnant. It takes up to a week for implantation to occur and it's at impantation where pregnancy is actually recognised.
I have no idea why she'd be saying she is but a doctors test is the same as a home pregnancy test and, if she'd had a blood test which can detect hcg levels earlier, it would have taken up to 5days for the results to come back.
You're goingn to have to talk to her, explain that you know she could not possibly know yet and why, and then ask her why she's saying it.
(and use a condom next time if you don't want her to get pregnant!)