Andy Nicholls, headmaster of St James Primary School in Brownhills, West Midlands, said the “lovely” girl, who enjoyed singing and performing, was an active member of her school.
The schoolgirl died in hospital on Saturday after she was found with stab wounds at a bungalow in Valley View.
Father Bill Billingham, 54, was arrested on suspicion of attempted murder on Saturday, shortly after posting a picture of the schoolgirl on his Facebook page on Saturday night.
Mr Nicholls said in a statement: “What can I say, we’re all numb, we’re all in shock. Everyone at the school is completely devastated.
“Mylee was dearly loved by us all, her smile lit up the room, in fact, it never left her face. She was a fun-loving, happy eight-year-old who had her whole life in front of her.
“She took a full part in school life, particularly enjoying singing and performing. She was just a lovely girl. Our hearts go out to her family at this difficult time. Thank you.”
Billingham, who was found at the property with a stab wound to his stomach, is in a critical condition and is due to be questioned by police.
The suspect posted a picture of the eight-year-old girl, who he called “Moo”, on Facebook on the same night she was found. In it, she was sitting up in bed with two plates of pizza on her lap.
Police said they are not looking for anyone else in connection with the investigation and the stabbing is being treated as a “domestic incident”.
Floral tributes, notes and teddy bears have been tied to a post outside the property, in remembrance of Mylee.
One note read: “Mylee, our superstar dancer, you will be the brightest star shining in the sky tonight. We will never forget your happy, smiling face. Fly high xxxx.”
Another said: “We shouldn’t be writing this!!! Fly high princess into the arms of the angels...taken far too young, your pretty face we will never forget.”
It emerged yesterday that Mylee’s uncle is Mark Billingham, star Channel 4’s SAS: Who Dares Wins. Mark, who appears to have deleted his Twitter and Facebook accounts, said in a short statement: “Please respect my family’s privacy. There will be no further comment at this time.”
Mr Billingham, a former Sergeant Major, was once a bodyguard to A-list stars including Brad Pitt, Angelina Jolie, Tom Cruise and Clint Eastwood.
He was in the Special Air Service for 27 years and appeared as an instructor to the recruits on Channel 4’s SAS: Who Dares Wins in 2016.
He was awarded an MBE in 2005 for leading a mission in Iraq to rescue British hostage Norman Kember.