Family members told authorities they had returned from a park at about 2 p.m. on Sunday afternoon, the Buckeye Police Department said in a statement posted on social media.
The family began searching for the girl about two hours later and found her in the vehicle, the statement said. Police said they were contacted at about 5 p.m.
"Officers arrived and immediately began chest compressions on the 4-year-old girl and attempted to use an AED before medics arrived to transport the child to the hospital where she was pronounced deceased," police said.
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The vehicle was parked in front of a home near North 212th Drive and West Granada Road, police said.
Temperatures at nearby Buckeye Municipal Airport peaked at about 101 degrees Fahrenheit on Sunday, according to the National Weather Service.
The police said the investigation is in its early stages.