A quick-thinking NYPD officer first wrapped a tourniquet around the tiny leg of the girl to stop her bleeding before instinctively sprinting through Times Square to a waiting ambulance.
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"This little girl is the strongest person I have ever seen," Officer Alyssa Vogel told "Good Morning America."
Arriving at the chaotic scene Saturday afternoon, Vogel pulled the tourniquet off her gun belt and, "applied it to her leg, above the wound. We tightened it on her."
"After that, Officer Sparta and I started searching her for other gunshot wounds, to make sure that was the only one," Vogel said. "When it was determined that was the only one, I had the instinct to pick her up and run her to the ambulance down that block, and that's when I sprinted with her."
Vogel, who is a mother herself, said hearing a child had been shot "was definitely more nerve-wracking because you don't know where she was shot, or if it was true if she was OK. I didn't know the circumstances. So as a mom, I think my motherly instincts went to, I need to help her."
She went on to describe the little girl's strength.
"For somebody who has just been shot, she was just standing there, obviously scared, but she wasn't crying or anything. She only yelled when we were tightening the tourniquet because that's very painful. But she was very calm for somebody who was in a very traumatic situation," Vogel said.
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The little girl's mom, dad and aunt were with her.
"Obviously, they were very upset and traumatized by the whole situation. When we ran her to the ambulance, the mother and the family were running right behind us. And the mother came on the ambulance with us," Vogel said. "I just wanted to get her to the hospital. During that time, my partner had yelled there was an ambulance down the block. Through my mind, I was just (thinking), she needs to get to the hospital. When there is a gunshot wound up on your thigh, there are arteries, and you didn't know if an artery was hit or not. So I was just wanting to make sure she got to the hospital as soon as possible."
The 4-year-old underwent surgery and is expected to be OK.
Vogel, who has been on the force for 4 and a half years, comes from a family of police officers.
But, she started her life of service as a teacher.
"As I was teaching in Brooklyn, I loved teaching, but it's just not what I thought I wanted to do. I just knew I wanted to become a police officer to be able to help people in a different way," Vogel said.
The NYPD continues to search for the accused person-of-interest, 31-year-old Farrahkah Muhammad.
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Anyone with information in regard to this incident is asked to call the NYPD's Crime Stoppers Hotline at 1-800-577-TIPS (8477) or for Spanish, 1-888-57-PISTA (74782).