An unknown man was reported to have fired a gun inside a house in the Knotty Ash area at 22:00 BST on Monday.
The girl was shot in the chest and died in hospital, a man also suffered gunshot wounds to his body and a woman was shot in the hand.
Merseyside Police has put a huge cordon in place as officers hunt the gunman. Assistant chief constable Jenny Sims said the shooting was “truly shocking”.
“No parent should ever have to suffer the loss of a child in these dreadful circumstances,” she said.
“This crime is abhorrent and our communities must come forward and tell us who is responsible.
“This cowardly individual does not deserve to be walking the streets and I would urge those who know anything to speak to us and tell us what they know so that we can put the person responsible behind bars where they belong.”