My Dutch Shepherd pup climbs out of the ex-pen, should I get a higher one?

If the pup has actually escaped from the expen then I would only use it when you are right there to discourage him/her. I will only put puppies in there if I can sit right next to it to monitor and will "poke" them with my finger through the bars if they even put their feet up. I'd also give something like a stuffed treat toy or bully stick so the puppy has a reason to stay in. Don't leave the room or even walk away because once they learn they can climb out it becomes a challenge to contain them.

You could try keeping a leash on the pup, and keep the leash attached to you so they can't wander off. In the years before I used ex pens that's what I would do. Same thing though, keep an eye on them. You don't want the puppy chewing the leash, grabbing a cord, etc.