"The girl is believed to have died of injuries after coming into contact with an electric cable laid across a park from the nearby Neva movie theater to light a construction site," police said.
Prosecutors are checking into the accident, which occurred Thursday, and could open a criminal case into violations of construction safety rules.
It is not the first instance of children suffering from electric shocks in a capital that is booming with construction projects, including infill development, where vacant or underused plots within existing urban areas that are already largely developed are sited for construction.
Moscow residents have repeatedly rallied against construction in their front yards, which are often launched without proper authorization.
Complaints of noise pollution, damage to existing buildings and other inconveniences not infrequently lead to clashes with developers, who often arrive in the dead of night to fence off and begin building on a contested site.
Moscow authorities have recently banned new infill development projects, spurred by extravagant housing prices in the capital, which Mayor Yury Luzhkov has called "Muscovites' nightmare."
The mayor's wife, Yelena Baturina is herself a construction magnate, worth some $1.4 billion, who has in the past been criticized for taking advantage of her husband's position to advance her business.
Lately, the city government has been considering the possibility of revoking permits from projects being implemented if developers fail to heed the interests of local residents.