Police say the girl was not the intended target, and was riding a scooter at the time she was struck.
Relatives waited nervously outside the hospital Monday night as doctors treated the gunshot wound.
"We were just celebrating her 4th birthday just this past weekend, you know, I just don't get it. We need to stop the violence," said Richard Spires, Khalise's grandfather.
"Very angry. It makes no sense to shoot a baby, 4 years old. Very angry, and very hurt," said Pamela Williams, Khalise's aunt.
Khalise Weatherspoon just turned 4 years old over the weekend.
Police combed the scene near 71st and Rockwell looking for evidence, hoping it will lead to the suspects who opened fire.
Some witnesses say one or possibly two men emerged from the alley and started shooting.
One bullet struck little Weatherspoon in the abdomen, and exited out her back. Her mother ran to her.
"She come behind me and with her baby in her hands said, 'Derrik, my baby been shot.' And I grabbed the baby and I cupped her, put her in my car. And I did just what the police would do: ran every stoplight just to get her here to save this child," said Derrik Lewis, witness.
Relatives rushed Weatherspoon from the scene to Holy Cross Hospital, but doctors quickly decided she needed to be at a trauma center so they brought her to Mount Sinai.
Relatives say she seems to be doing better, but they want the violence to stop.
"She was innocent, riding her bicycle. These children should be allowed to go outside and ride their bicycles. I think it's terrible what's going on," said Gwendolyn Baxter, family friend.
A 31-year-old man walking by the scene was also shot. His injuries are not considered serious.
Police say the shooting was likely gang-related, but so far do not have any suspects in custody.