Your gecko might just not want to be held or its the way you pick them up. Sometimes my gecko make noise when I pick them up. I know when my wife always picks them up they make noise, my wife's hands are small so they don't feel to secure when you first pick them up. lol
Does she look gravid? Can you post a pic of her underside? Has she been bred or is she ovulating. A female isn't gravid just because they make a noise. My gravid females don't make noise but it all depends on the gecko.