Le Parisien newspaper reported that the girl was being looked after at the home of a 24-year-old babysitter with her two sisters, aged six and seven, on Sunday afternoon.
The incident occurred at around 4pm in the afternoon in the block in the western suburb of Nanterre.
According to the newspaper, quoting a police source, the nine-year-old was told off by the babysitter.
She then went to a bedroom and told her two younger sisters that she planned to take her own life.
She jumped shortly afterwards and died as a result of her injuries.