If your child doesn't get time away from you normally, I suspect it is just separation anxiety.
My daughter goes to daycare normally, but doesn't like being left at the one at the gym. Her normal daycare is age segregated, but the gym daycare has lots of children, particularly older ones, running around and making commotion. That said, my child settles down quickly once I am gone from sight.
I would take a look at the environment. Is the daycare very busy when you are going? You might want to target a less busy time.