Martin Pereira got out of the burning vehicle, but was on fire, so he jumped into a nearby pond to put out the flames.
But his daughter Zoey, was not able to get out of the burning car.
Police said the doors had been chained shut from the inside, the Times reported.
The fire melted the car’s door handles and firefighters had to pry them open.
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She was pulled from the burning vehicle, and firefighters did chest compressions, but was taken to an area hospital where doctors pronounced her dead.
Police are treating the case as a homicide investigation, according to the Times.
Charges are pending, WCBS reported.
In addition to the chain, officials said they found two gas cans in the vehicle.
They also said they found a propane tank in the trunk of the car and it had a hose attached to it, running into the back seat of the car.
Police said Pereira and the child's mother had been engaged but broke up two months ago and were in the midst of a custody battle, the Times reported.
They had been together for five years prior to the breakup, WCBS reported. Zoey's mother called police shortly before her daughter died, telling them she was having a custody dispute with Pereira, the television station reported.
They were supposed to appear in court Monday to discuss child support.