Deividas Skebas was arrested on Saturday after a CCTV appeal following Lilia's death in Boston, Lincolnshire, on Thursday.
The 22-year-old appeared at Lincoln Magistrates’ Court on Monday where he spoke only to confirm his name, address and date of birth during a two-minute hearing.
Wearing a grey tracksuit, Skebas was told by District Judge Peter Deits: “The offence you are facing is the most serious offence anyone can face in court."
Lilia died after suffering what is believed to be a stab wound in Fountain Lane, Boston, at about 6.20pm.
Deividas Skebas appeared in court on Monday
Joe Giddens
Lilia Valutyte, 9, died on Thursday
Lincolnshire Police
Lincolnshire Police previously said Lilia’s parents are being supported by specially trained officers.
A Lithuanian national, Skebas was detained after four CCTV images were released of a man detectives said they wished to trace.
The CCTV showed a man in the Wormgate and Fountain Lane area of Boston at 6.15pm on Thursday, five minutes before Lilia was found dead.
Police also said two people who were arrested earlier this week have now been released with no further action.
Lilia had reportedly been playing with her younger sister on the street just yards from an office where their mother was working at the time.
The girls had a hula-hoop, and a toy pram was left at the scene, according to local people.
Skebas, of Thorold Street, Boston, will appear at Lincoln Crown Court later on Monday.