I think keeping it very simple is absolutely the way to go.
So if she asks why you're not happy with daddy any more (I agree with PP she might not):
"Sometimes people change and what used to make them happy doesn't any longer but I will always love you and your daddy loves you and that's the main thing"
if she says she doesn't understand why,
"It can be hard to understand why relationships change, even for grown ups. It's OK to feel confused and/or upset. After a little while we will all get used to the changes and it won't be so hard."
If he does tell her you don't want to be family any more (agree with PP he might not!)
"we're still a family, it's just a different type of family than the one we're all used to. Daddy is sad about that right now and I'm a bit sad and you're a bit sad. That's normal when there's a big change. Sometimes when we're sad we say things we don't really mean."
Or variations of that, not necessarily all in one go.
If that does come up, it might help to talk about different kinds of families she knows herself or in the media (Mrs Doubtfire for my generation, but also the kids in the Witches who lives with his grandma or whatever films/TV she's into)
I think as far as possible, acknowledge her emotions but present it as something that is happening as part of normal life not a catastrophe