Emergency services were alerted to the incident at about 4.20am on Tuesday after the girl fell into the water in Dalmellington, East Ayrshire.
The girl was taken to Ayr Hospital for treatment and her injuries are not thought to be life-threatening, police said.
It was reported that locals alerted police after hearing screams from the girl and that she was alone when she fell into the water.
A Police Scotland spokeswoman said: “At around 4.20am on Tuesday, police received a report of a young child having fallen into water, believed to be a burn.
“The girl, believed to be four-years-old, was taken to Ayr Hospital for treatment. Inquiries into the incident are ongoing.”