Police vehicles, including an underwater search van, ambulances and fire engines were parked in the car park of a nearby pub as the search took place. A large area was cordoned off to the public.
St Helens Area Manager for Merseyside Fire and Rescue Service, Kevin Longshaw, said the service sent four fire engines to the scene and firefighters in water kit entered the dam to search.Adele Laitak, 50, from Liverpool, said she had been walking around the dam when she heard shouting.She said:"I heard a girl shouting. It sounded like she was in distress but we couldn't see anything from where we were. As we came round we saw fire engines.
"It sounded to me like she was saying 'help' but because we were over the other side of the lake we didn't know if it was just kids messing around. "A police lady who was at the edge of the lake said a child's gone missing and some women told us two children had gone into the water but one had managed to get out."
Police said the death is not being treated as suspicious and urged urge anyone who was in the area at the time to contact the force so they can establish what happened.