Lexington police said Trinity Gay was hit in the neck during an exchange of fire between two vehicles in a restaurant car park.
The girl was taken to hospital where she later died, local media reported.
The former world champion sprinter confirmed his daughter’s death to local TV station Lex 18.
“She didn’t make it. I’m so confused. She was just here last week for fall break. It’s so crazy. I have no idea what happened,” Lex18 quoted Tyson Gay as saying.
Tyson Gay is the US 100m record holder and is the joint second-fastest 100m runner of all time, behind Usain Bolt.
The US track and field athletics team tweeted its condolences, sending “thoughts and prayers” to Tyson Gay and his loved ones “as they mourn the tragic & senseless loss of his daughter, Trinity”.
Trinity Gay was also an athlete and competed for Lafayette High School, where she was studying.
“Our hearts are broken this morning over the loss of Trinity to this tragic and senseless act of violence,” Fayette County School Superintendent Manny Caulk told the Lexington Herald-Leader newspaper.
“A life of such potential cut so tragically short,” tweeted Julian Tackett, commissioner of the Kentucky High School Athletics Association.
Other athletes also tweeted their condolences.
Police have launched a murder investigation into the shooting, which happened at about 04:00 local time outside the Cook Out restaurant in the city, Lexington police said in a statement.
Witnesses reported an exchange of gunfire between two vehicles, a gray Dodge Charger and a dark-colored sports car with tinted windows.
Trinity Gay – who is not thought to have been in any of the vehicles – was taken to University of Kentucky hospital in a private car.
Officers located the Dodge Charger and detained two people for questioning but were still searching for the other vehicle, police said.
The US House Ethics Committee has voted to release its report on former Republican Representative…
ABC News has agreed to pay $15 million to President-elect Donald Trump to settle a…
South Korea’s parliament has voted to impeach President Yoon Suk Yeol over his failed attempt…
Israeli war planes have carried out more than 100 air strikes in Syria on December…
President-elect Donald Trump has threatened to impose 100% tariffs on the BRICS countries if they…
Syrian troops have withdrawn from the city of Aleppo following an offensive by rebels opposed…