Dorset Police were called at 11.58am after the girl became stuck at an address in Emmadale Close in Weymouth.
Emergency services attended the incident but the girl was pronounced dead at the scene.
A spokeswoman for Dorset Police said the force was called to the property by Dorset Fire and Rescue Service.
"Police officers, paramedics and firefighters attended but sadly a five-year-old girl was pronounced dead at the scene," she said.
"Her family have been informed and the coroner notified.
"Emmadale Close has been closed to allow emergency services to deal with the incident and for scenes of crime investigators to carry out an examination.
"An investigation, led by Bournemouth CID, has been launched to establish the circumstances surrounding the death."
A spokesman for South Western Ambulance Service NHS Foundation Trust said: "We were called to Emmadale Close in Weymouth at 11.48am this morning to reports of one female with a head injury.
"The fire service were in attendance and police were in attendance as well.
"The casualty was taken to Dorset County Hospital."source (independent.ie)