Little Lilianna Moore was left at home by her dad when she found the loaded gun in a bedroom in their apartment in St Louis, Missouri.
It's been reported Lilianna was playing in a bedroom when she found the gun hidden between two mattresses, and pulled the trigger.
While police haven't yet made any arrests, they are said to be determining whether they will charge Lilianna's dad, who apparently left her in the house on her own to go and visit his girlfriend.
Neighbour Ali Lee, 24, told the Post Dispatch: 'It's more sad than anything. Sad that you can have a three-year-old running around with a loaded gun.'
What a tragic story.