Brandon Holt died at Jersey Shore Medical Center in Neptune, WNBC-TV, New York, reported.
The mother of the younger boy called police after the shooting in the side yard of her Toms River home, The (Newark) Star-Ledger reported Tuesday.
The 4-year-old took the .22-caliber rifle from inside the house and fired one shot in the yard about 7 p.m., Police Chief Michael Mastronardy said.
The 6-year-old was shot through the back of the head from about 15 yards away and the bullet lodged in his brain.
Authorities were investigating whether the gun accidentally discharged or if the child pulled the trigger, the chief said.
Parents of the younger boy were home at the time and called 911, Mastronardy said. The boy and his two older siblings have names related to hunting terms, law enforcement sources told the TV station.