Did this player make this claim directly at the table to the other players, or outside the session with just you? If she made the claim at the table, you have every right to call her out on this claim, though I wouldn't be so direct: I would maybe plant some indisputable evidence that it wasn't her into the remains of the caravan and then talk to her privately afterward about making those kinds of claims without consulting you first. As a DM, you have to be able to think on your feet in situations where you're leading the party down one path and they decide to go somewhere completely different, for example, but attempting to outright change the canon of the campaign ("you randomly find a destroyed caravan" to "one of you leads the others to a caravan she destroyed") is uncalled for.
Now, if she's making the claim privately to you, it could just be her direct way of asking if it's OK to make that claim at the table. In that case, make whatever choice you want, though I would be inclined to strike a compromise deal where maybe she knew about the caravan and wanted to destroy it, but someone else got there first. Or, use my favorite question as a DM: "Why?" A house rule I have is that players must provide a satisfactory in-character justification for all major character decisions. If the player is attempting to do something with no good reason for the character to do it, it doesn't happen. At first I started it as an anti-twink measure, but I find the rule useful as a good rule of thumb throughout the campaign. If a player does something suspicious, the first word out of my mouth is always "Why?" But in this case, it's entirely up to you.
On another note, I know how you feel about players going chaotic neutral with the thinking that it justifies them doing whatever the hell they want with no karmic consequences. I can't stand it either.
