The incident occurred yesterday in Shahbad area where the girl, aged between 8 and 10 years, had gone to take bath, they said, adding, one of the girls slipped into deep water.
When she raised an alarm, other girls went out into the deep water to her rescue, but they all drowned.
The victims were identified as Asha, Anju, Sapna and Rani and their bodies were fished out and handed over to family members after postmortem, police said.