Hi R.,
She may be embarrassed to tell you because she knows she is a "big girl" so is ashamed about the accidents, or maybe fears she will get into trouble.
It might very well be as simple as her being too busy to stop and get to the bathroom in time. My stepson was like this at about that age (and not just pee sometimes, ugh!!) and I remember being 4 or 5 and wetting pants because I waited too long (my mom remembers me doing it too!).
If she were my daughter, I would talk to her and gently ask why it's happening, and one thing to suggest is for her to go pee more frequently even if she doesn't much feel like it (like go before dance class, before going out to play etc.) just to be sure her bladder doesn't get too full. Kinda like we have kids go to the bathroom before going on a car ride, you know?
One more thing I would consider is talking to your child's doctor, especially if the accidents continue happening regularly - your little girl might need to be checked out by her pediatrician for a bladder infection or some other problem.
My daughter is 2 so we are just getting into the potty training stage.... :) .
Best of luck, and good for you for being an involved parent even following a divorce...(I'm guessing by your name you are a dad rather than a mom)...
S. M.