A Drag Line Helps Give "Time Outs" for Digging
Supervise your dog carefully when she is out in the yard and do not give her a chance to get in the habit of digging outside. If you see your dog digging say "enough". If she continues, say "time out", go and get her and bring her in the house or her crate for a really boring few minutes. If you are consistent and do this a bunch of times your dog will start to understand that digging is no fun. Make sure to also have plenty of fun things to do in the yard and don't leave your dog outside for long enough for her to get bored or anxious.