If you misheard something that isn't super necessary (i.e she's talking about something kinda irrelevant like a tv show or school or something) then just 'agree' or make out that you 'understood' and keep going as the smooth communication (or appearance there of) is much more important than actually understanding every little thing she said.
(I'm mainly based in Shanghai) I have massive amounts of experience in dealing with Game for Foreigners picking up Chinese girls and Chinese guys picking up Chinese girls so i can offer many unique insights that most people wouldn't be able too.
) and looking stupid in public is a big part of this, so if they are speaking to a Foreigner and can't speak clearly then they feel like they represent themselves/China/whatever badly.
The point being that whenever you talk to a Chinese girl you should reassure her that her English is great and she will definitely respond with 'no, just soso' (they all say this, like robots) and you should respond with, no it's really good because your accent is clear, i can understand everything you say, i feel comfortable talking to you'.
You can go direct but make sure you're smiling when you open and understand that it may be too much for some girls as many have never spoken to a foreigner before.
Another would be that you tell her 'Wow your Chinese is so good!
How long have you studied' and she will say haha i'm Chinese, and you go with the 'no....you're not Chinese, you look..... ' Asian people are conscious of face (aren't we all?