|Obviously your manager missed the first day of class in Management 1. When an employee goes around his or her direct supervision and approaches the next level of management with a concern, the employee should be advised to meet first with his or her supervisor, unless the supervisor's original behavior was extremely problematic. |
One key issue in this situation is the lack of support shown by your manager. Unless you totally misstated your working relationship with your employee, there is no acceptable reason for your manager to immediately side with her and jump all over you.
You need to meet with your manager and give him the full picture of your working relationship with this employee. If your manager indicates that there is a particular incident that is the key source of the problem, you need to present your side of the story.
For future reference, tell your manager that there could be a real savings of time, money, and aggravation if employees who go directly to him could be sent to you first. In addition, your employees need to know that you are the first person to approach when problems arise. Be sure to discuss this with the employee who approached management in the first place, and let her know that the end runs have to end.