The girl, was treated by ambulance crews and the Herts and Essex air ambulance as she was rushed to nearby hospital, but she later died of her injuries.
Police have arrested two people on suspicion of manslaughter by gross negligence following the incident yesterday, The Telegraph reported today.
"Two people have been arrested on suspicion of manslaughter by gross negligence following an incident in Harlow," an Essex Police spokeswoman said.
Ray Smith, a spokesman for the Showmans Guild of Great Britain, said: "It was a sudden gust. Had it been a consistent wind they would have closed down all the inflatables."
A spokesman said she died "despite the best efforts of everyone involved".
Last year a bouncy castle collapsed while children were playing on it during a funfair in the same park.