Depending on its level of activity the dog may be breathing heavily or panting because he/she is tired, thirsty, or hot. You could try giving it water and giving it a cool place to rest.
It might just mean she is nervous or scared. Just make sure to cuddle a bit and try and calm her down. If this is still occuring after about 24 hours take a visit to the vet to ensure it isn't something more serious.
If your puppy is breathing heavily its nothing to worry about that, give him a good bath or put him under the fan to sleep. So that he might feel cool and relaxed.
