The nationality of the girl and her parents was not immediately known.
Ireju Barasua, a police spokeswoman, said: "There was an armed robbery incident last night in which the robbers took away a girl. We have commenced investigations."
Reuters news agency, however, reported police as saying that thieves had kidnapped the daughter of a Nigerian oil worker after failing to find enough money during their break in. They then demanded a ransom of $39,680.
The parents or small children of prominent Nigerians in the Delta have been the targets of abductions over the past four months - previously such kidnappings were taboo.
Surge in kidnappings
Oil workers, especially foreign ones, had regularly been kidnapped, but their employers have increased security measures, with gangs turning to softer targets.
More than 200 people are believed to have been kidnapped in the past two years. Hostages are generally released unharmed after a ransom is paid.
Violence in the region surged in early 2006 when armed groups staged a series of kidnappings and attacks, reducing oil output by one-fifth.
But non-political violent crime has also been on the rise, with armed robbery, gang violence and kidnapping for ransom increasing.
Shell and other big foreign companies have evacuated thousands of expatriate staff and family members from the southern wetlands region because of the growing insecurity.
Since Umaru Yar'Adua, took the presidency in May, he has talked to the Delta groups about their demands and attacks have subsided. But the crime wave persists and many companies are still reluctant to send staff to the region.