Police identified the woman Friday night as 25-year-old Shakeia Holmes.
An arrest warrant has been issued for Holmes' boyfriend, who has been identified as Demetrius Williams. He is facing involuntary manslaughter and related charges.
Police say the 4-year-old girl found the gun in a closet and shot herself in the eye. Holmes is accused of trying to cover up the incident.
It was a sea of pink and white balloons on the street where the little girl died Friday night.
Dozens of people showed up for a vigil to pay tribute to the girl.
A memorial filled with stuffed animals and pictures of the child is growing outside her home.
Organizers of Friday night's vigil called on parents to lock up their guns - and be sure to keep the ammunition in a separate locked box.
The incident happened before 12:30 p.m. Thursday inside a home in the 1800 block of North 20th Street.
"She was hysterical crying. She just kept saying, 'save my baby, save my baby, save my baby,'" said Margie Malavet of North Philadelphia.
Malavet says she had just walked outside a nearby medical clinic in North Philadelphia when she saw Holmes frantic, desperately trying to find help, to find someone who could save her 4-year-old girl.
"I said, 'What happened?' She said she got shot. The kids were playing upstairs, and the next thing you know she said she found her baby laying on the floor like that and ran outside," said Malavet.
The girl was rushed to Hahnemann University Hospital. She was pronounced dead at 1:01 p.m.
"I seen the cops rushing down here. I said, 'Why are they coming this way? And I ran to the door and I cross the street and I seen the baby and I start crying,' " said Cathy Wilson of North Philadelphia. "I couldn't take it and I ran back into the house."
Police say the girl's 3-year-old sister was inside the home as was Holmes, who was taken to police headquarters to be interviewed.
Investigators weren't sure if there was anyone else there at the time of the incident.
Neighbors say they would often see this little girl playing outside with her sister, described as "sweet and kind". pic.twitter.com/nYJFzCLqzd— Katherine Scott (@KScott6abc) June 23, 2016
"I see them all the time. Sometimes I sit out here," said neighbor Felicia Roussaw. "I see the kids running up and down the block, playing. The mother sits out there sometimes with them."
"It's a shame. It's a little angel," said Malavet. "And to see her little sister bent over, seeing her like that..."
Malavet says the doctors and nurses from the nearby medical clinic ran over to help before the medics arrived.
"I ran into the clinic and got the security guard, and all the nurses came out running over here, and the girl was just gasping for air," said Malavet.
Detectives obtained a warrant to collect evidence from the home. They also surveyed the bedroom where it happened.
"We have a 4-year-old little girl that's dead here so that's our number 1 priority is finding out how this happened," Philadelphia Police Lt. John Stanford said as police carried out evidence and cleared the scene.
The investigation is ongoing.