The girl was shot as her father was picking her up from day care on 127 Riverdale Ave. in Brownsville just after 6 p.m. Friday.
Officers administered aid to the girl, and rushed her to Brookdale Hospital. The girl is in stable condition. Her father was not shot.
Police say the girl and her father were not the intended targets of the shooting. No arrests have been made, and police are looking for one suspect.
NYPD Chief of Department Kenneth Corey made an appeal for help in the investigation.
"If you know who shot this child, step up and help us," he said.
The suspect is described as a male, dark complexion, who wore a black mask over his face, a black-hooded sweater with the word "waves" on the back and black jeans.
The getaway vehicle is described as a white four-door BMW sedan that was operated by a second suspect.
Anyone with information about the case is urged to call the NYPD's Crime Stoppers Hotline at 1-800-577-TIPS (8477) or for Spanish, 1-888-57-PISTA (74782).
You can also submit tips by visiting the CrimeStoppers website at crimestoppers.nypdonline.org or by messaging on Twitter @NYPDTips.
Brownsville resident Saska Gordon was just getting home when the shooting happened.
"It's ridiculous how these kids are running around here with guns," Gordon said.
Police say this is the third child shot this year -- an 11-month-old was hit in the face in the Bronx in January, and earlier in the week, a 7-year-old was shot in Coney Island.
"We need to fix this, we need to save these children, and we need to save our city," Corey added.
The incident took place just minutes before a 19-year-old was stabbed multiple times during a dispute with another woman in Brooklyn.
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IN THIS LATEST SHOOTING IT'S UNCLEAR WHO THE GUNMAN'S TARGET WAS...BUT INVESTIGATORS IT WASN'T THE THREE YEAR OLD OR HER FATHER. IN BROWNSVILLE...NAVEEN DHALIWAL.....EWN