The incident took place yesterday when one Chandan, who was filling a small-sized cylinder, threw it in the open after he found that it was leaking, they said.
The cylinder then exploded, causing burn injuries to the girls who were playing in the open, they said.
Victims were identified as Nandini her sister Jyoti, Riya and Devi all aged between three and seven years, they said.
The condition of the injured girls was stated to be stable, they added.