Later Thursday, police said a parked car bomb had exploded in a commercial district of central Baghdad, killing eight people and wounding another 41.
The bombing took place off a bridge in Tahrir Square, a district of clothing shops just outside the heavily fortified Green Zone, which houses the U.S. Embassy and much of the Iraqi government, an Iraqi police official said on condition of anonymity as he wasn't authorized to release the information. No more information was immediately available.
The shooting, which took place Wednesday afternoon, occurred in the volatile Diyala province north of Baghdad. An exact location was not given in a military statement.
The girl appeared to be "around 10 years old," said Maj. Brad Leighton, a military spokesman.
There has been an increase in the use of women as suicide bombers in Iraq.
The latest such attack occurred Monday when a female suicide bomber killed a U.S.-backed Sunni leader who formed a group to fight against al Qaeda insurgents in Diyala after his guards ushered her into the home without searching her.
Leighton, however, said preliminary reports indicated that soldiers didn't believe the woman posed a threat of being a suicide bomber, but rather "they were afraid she was signaling to someone that the convoy was going by."
In its statement, the military said that "coalition forces fired a warning shot into a berm near a suspicious woman who appeared to be signaling to someone while the soldiers were in the area. A young girl was found behind the berm suffering from a gunshot wound."
Roadside bombs have been the biggest killer of American troops in Iraq.
On Tuesday, an American soldier died when a roadside bomb hit his patrol near Diwaniyah, 80 miles south of Baghdad. Three soldiers died in a roadside bombing in Diyala on Monday.
"There is no indication that the soldiers thought she was a suicide bomber. They were more fearful of IEDs along that road," Leighton said of the woman, using the military term for roadside bombs.
Soldiers gave the girl medical attention and called for an evacuation. The girl died on the way to a medical facility, the statement said.
"Coalition forces take the loss of any innocent civilian life seriously and the incident will be thoroughly investigated," military spokesman Maj. Dan Meyers said in the statement.
In other developments:
The spate of suicide bombings to hit Baghdad in just the past week has killed scores of Iraqis and five U.S. soldiers. Suddenly, the city is feeling the unease of the period before violence eased partly as a result of the U.S. troop buildup, which is now coming to a close.
"Violence has increased dramatically" over the past few days, said Haitham Ismael, a 33-year-old father of three living in western Baghdad.
After five years of war, Iraqis interviewed said they were not necessarily changing their daily routines. But all said the growing bloodshed was present in their minds, clouding what had until recently been a more hopeful time.
Some fear that the rampant violence of one year ago may be coming back, especially as the 30,000 soldiers sent to Baghdad last summer to help end a sectarian war begin returning home.
The key goal of the U.S. "surge" was to secure the capital, giving Iraq's politicians breathing room to cut deals that would bring minority Sunni Arabs into the government and thereby weaken or end the insurgency.
Violence in the capital has indeed diminished, thanks also to a maze of walls and barriers that divide Shiite from Sunni neighborhoods, a key Shiite militia's cease-fire and the decision by many Sunnis to turn against al Qaeda in Iraq. As a result, street life and even nightlife have returned to many districts, particularly Shiite.
But Iraqi politicians are still gridlocked over sharing power, and citizens appear to have little hope that Iraqi forces could control al Qaeda in Iraq and renegade Shiite militias on their own.
"I'm 100 percent certain that if the U.S. forces leave now, the situation will become very explosive," said Naji Hassan Yassin, a 55-year-old math teacher and father of three from the capital's Amariyah neighborhood, once controlled by al Qaeda in Iraq.
"I think militant groups, whether Shiite or Sunni, will not disappear," said Yassin, a Sunni. "They do this (disappear) only when there are troops on the street. But they will return when they leave. How long can we keep all these American troops on the ground?"
It is a question that reverberates from Baghdad to Capitol Hill.
Despite recent attacks in Baghdad, American commanders have sought to reassure a nervous public, though by no means with rosy forecasts.
"Al Qaeda, we have continued to assess, is the one (group) that has the greatest threat to security and stability in the near term and the one we are focused a great deal on," U.S. military spokesman Maj. Gen. Kevin Bergner told reporters Wednesday.
While Bergner was quick to note that violence has decreased nationwide in the last nine months - the military says all attacks have fallen by 60 percent - he also expressed a standard military caveat.
"We've said all along that there will be tough days ahead and periods where we see al Qaeda seek to adapt new tactics and new approaches," Bergner said.