The little girl was with her father, 45, on the platform at Kingsbridge Road station, in the Bronx, when he jumped in front of a train with her in his arms.
The man was killed by an oncoming train No. 4 train but somehow his daughter miraculously survived.
Stunned onlookers watched as two men jumped down on to the tracks to help the girl, who was wearing a blue coat and pink backpack, crawl from beneath the train.
In footage filmed by members of the public on the platform, a woman can be heard sobbing 'Little by little, my love, little by little,' as the child slowly crawls towards the men.
A man in a white t-shirt helped squash the girl's back pack down and pulled her from under the train before lifting her to the platform.
The child suffered cuts and bruises but was otherwise physically unharmed.
'She got lucky,' one police source told the New York Post. 'It’s amazing that she’s alive.'
Two bystanders who jumped on to the tracks were taken to hospital to be treated for injuries from their leap.
Jennifer Hub, who saw the incident, told the paper up to 30 people screamed for the train to stop when they realised what was happening.
'I watched as that train came around that corner and I saw as the man jumped and I see the little feet hanging out,' she said.
The identity of the girl's father was not immediately released by authorities.
The youngster was reunited with her mother at Jacobi Medical Center where she was taken for treatment. She is now back home.
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