The incident occurred on Sunday at a farm next to Lake Ronzey, near the town of Yzeron to the west of Lyon.
According to reports the girl was hit then crushed by the bale that fell from the farmer's tractor as he was piling up the bales in the field.
The field was just next to a lake where many families go to spend the afternoon when the sun is out.
“We heard everyone screaming and then moments later a crowd had formed around the girl on the ground,” one eyewitness told 20 Minutes.
“What's crazy is that shortly before the tragedy, a man told us it was not a good idea to make the haystacks, because the area was so busy and it was dangerous,” the eyewitness said.
French authorities are investigating the incident.