I had exactly the same problem with my daughter when she was about the same age.
I even took her to the doctors to see what advice they could give me, they said it was just a 'phase' and not too worry.
They even told me to make her up a bed on the floor so she wouldn't get cold! (This didn't make any sense to me!)
I tried it anyway but because she used to want the door closed and she slept right up against the door, it was virtually impossible to put the bedding where she wanted it.
After some months my husband and I decided enough was enough.
I put her to bed as normal, read a story, gave her a cuddle ect. said goodnight and closed the door. I then immediately opened it again to find her getting out of bed, told her to get straight back in and closed the door.
We carried on doing this but very gradually extending the length of time between re-opening the door. 10 seconds 15 seconds 20 seconds and so on.
It was a very long night but by the time we got to about 5 minutes with the door closed we opened it and she was fast asleep in her own bed!!! Hurrah!!!
She never did it again.
I think she just gave up, which means that i won!!!
She is now 14 and I don't think I've won since!!!
Good luck xXx