how to help her understand a rule

a few months ago i changed my bedroom and my bed is now a lot higher than it was. my dog is a very small yorkie and putting her on it would be dangerous since there is a big chance of her hurting her legs if she tries to jump down from it, so she's not allowed on it anymore

a lot of nights she comes to my room and scratches the bed crying, begging for me to put her up here. it makes me really sad to see her like that and i can't close the door because of the hot weather

is there a way to make her actually understand she can't be up here?