The three-year-old child was found near death Tuesday evening outside an Edmonton townhouse complex.
Paramedics performed CPR and provided hydration before the youngster was taken by ambulance to the Stollery Children's Hospital.
"EMS and (Edmonton Fire Department) did what they could to resuscitate the child. Despite their best efforts, the child was taken to hospital and subsequently died," Det. Scott Jones said Wednesday.
It's not known who rescued the girl or how long she had been in the vehicle.
Police said it was still early in the investigation and they were not releasing any details.
"It's a horrible tragedy obviously for the family," said Jones. "It's just another tragic reminder ... when it's sweltering hot outside, we need to make sure kids are not anywhere near a vehicle."
The temperature in Edmonton hit 33 C on Tuesday and humidity levels made it feel more like 43 C.
Police also revealed that a woman faces non-criminal charges under provincial legislation for leaving her three boys in a vehicle with the sunroof open. A passerby saw the boys Tuesday in a vehicle in front of a hardware store and called 911. The children, between two and six years old, were not hurt.
The woman faces three counts of wilfully causing a child to be in need of intervention.
In Ontario, a funeral was held Wednesday for a two-year-old boy, who died last week after being left alone in a sweltering car outside a home in Milton, west of Toronto.
Investigators said Maximus Huyskens died after "being exposed to high-level temperatures for an extended period of time" in a sedan.
They said the child was in the care of his maternal grandmother, while his father was at work and his mother was at an appointment.
No charges have been laid. Police are waiting for the results of toxicology tests.
(CHED, The Canadian Press)