Police were called to northeastern Edmonton Tuesday shortly after 6:30 p.m. when the temperature was still above 86 degrees.
The child had been found unresponsive in a vehicle outside her family home.
Although paramedics tried to save the child, she was pronounced dead about an hour later, the Canadian Broadcasting Corp. said.
Authorities said the girl's grandmother was babysitting at the time of the incident.
Police said they were also investigating another case where three children were found in a vehicle during Tuesday's extreme heat.
The children were not in serious distress and police were releasing few details, the CBC said.