|Perhaps you should have waited until after the call to question this employee, but either way she is not in a position to determine what does or does not concern you. |
You should tell her that you are very concerned. You are concerned about her rude and inappropriate response to your question. You are concerned that she thinks she has the right to embarrass and humiliate you in front of whoever was on the phone call with her. You are concerned about her insubordination.
Her actions are a power play, and since you did not take any steps to deal with them, you emboldened her even further. You need to meet with her, describe the specifics of this incident, let her know how you feel about her behavior, and tell her that anything that goes on in the department is your concern.
You should document this incident in writing, have her sign the document, and let her know that further similar incidents will be subject to more severe disciplinary action. After all, the phrase, “This doesn’t concern you,” actually means, “Get lost!” Most employees who want to remain as employees do not speak this way to their managers.