The girl who died has been named as Lilia Valutyte.
Lincolnshire Police said officers were called to the scene in Fountain Lane at around 6.20pm on Thursday.
Officers confirmed the "isolated" incident is being treated as murder, as two people have been arrested.
The victim is yet to be named – but her parents have been informed and are being supported by specially trained officers.
Police said in a statement: “We believe this to be an isolated incident.
“We are pursuing extensive lines of inquiry and have committed a number of resources to this investigation.
“You will see more officers patrolling the area, and we have a high number of specialist detectives who have been brought in to assist the investigation.”
Matt Warman, the Conservative MP for Boston and Skegness, said he had been in contact with the policing minister to ensure national assistance is available to the murder investigation.
Writing on Twitter on Thursday evening, he said: “Profoundly shocking news in Boston this evening.
“I have spoken to senior officers locally and am hugely grateful for all the emergency services’ work.
“I have also been in contact with policing minister Tom Pursglove to ensure that any national help that might be useful is made available as quickly as possible.”
Floral tributes left near to the scene in Boston after a nine-year-old girl died from a suspected stab wound
Joe Giddens
A forensic officer near the scene in Boston
Joe Giddens