The youngster was one of 20 students and six staff members killed at Sandy Hook Elementary School, just a few months after the Marquez-Greene family moved from Winnipeg to Newtown in July.
Ana's father, Jimmy Greene, is a jazz musician who was a faculty member at the University of Manitoba's school of music for three years before the family moved to Connecticut.
Her mother, Nelba Marquez-Greene, had worked as a family therapist at the University of Winnipeg's Family Therapy Centre.
At least 60 people were in attendance at the vigil Monday evening at the therapy centre, located on the university's downtown Winnipeg campus.
A similar vigil will take place the following night at the University of Manitoba.
The first funerals for victims of the school shooting were held Monday in Newtown. Noah Pozner and Jack Pinto, both Grade 1 students at Sandy Hook, were remembered during the services.
Officials in Newtown have determined that a 20-year-old opened fire in the school on Friday morning before killing himself.
'A cute beauty'
Alys-Lynne West, who spent a lot of time with the family while they were in Winnipeg, described Ana as "a little fireball of energy and a cute beauty."
"[She was] so articulate, so smart, and loving and curious," she said.
Alys-Lynne West, who organized Monday night's vigil, handed out purple ribbons to those who attended.
"Purple is Ana's favourite colour," she said, adding that people were asked to wear purple to honour the little girl.
Another family friend, Steve West, called Ana a special little girl.
"Just a beautiful little girl that had a great spirit, playful," he said.
Karen Schroeder's daughter Abby was good friends with Ana and is now struggling with her death.
Schroeder said they were shopping this weekend and her daughter spotted a snow globe and said, "Look Mom, Ana."
"There was a snow globe that had a little black ballerina with angel wings, wearing a pink tutu. For my daughter's birthday party, Ana arrived in her full ballet gear," Schroeder said, fighting tears.
She described Ana as being filled with music and "wherever she went, she would dance."
The Marquez-Greene family has a deep faith, which is helping them cope with the tragedy. They have also been moved by all of the support and love from Winnipeg and are at peace, Schroeder said.
Ana's nine-year-old brother, Isaiah, also was at the school, but escaped the shooting.
Friends of the family say they are hoping to fly some of Isaiah's close friends from Winnipeg to Newtown to support him.
The family has shared a video of Ana and Isaiah on Facebook, showing the siblings singing at a piano.