The girl, who was seated down the third-base line, was treated by medics at Yankee Stadium before being taken to hospital as players -- including Frazier -- were visibly distraught.
"I saw the whole thing," said Frazier, who kneeled outside the batter's box with his head bowed.
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"I know the dad or whoever was with her was trying their hardest but when that ball's coming 120 miles an hour at them and the ball's hooking and you've never seen a ball like that, which most people in the world haven't, it's tough."
Another New York player, Matt Holliday was seen wiping away tears as the girl received medical attention.
"The child who was struck with a batted ball today was given first aid at the ballpark and is receiving medical attention at an area hospital," the Yankees said in a statement, adding that they would not be releasing any information on her condition.
Media outlets said the girl had been struck in the face.
The protective netting at Yankee Stadium ends at the home plate side of each dugout. The Yankees said in July that they are "seriously exploring" extending the netting for 2018.
"You hate to see anyone get hit like that," Yankees manager Joe Girardi said after the team's 11-3 win.
"I don't know if the netting was expanded if they still don't get hit. How far does it go? That's something up above, they make the decisions on. But it's sad when you see people get hit. I've seen it as a catcher. It's something that I think everyone is looking into."
"I just saw it from the dugout," New York left-hander CC Sabathia said. "I feel like we need to get the net. I think every ballpark should have it.
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