Officers had been searching for the girl, said to be between six and 11, after several members of the public called 999 reporting see the girl yesterday at 8am.
She was on her own near Morrisons in Lakesmere Road, Horndean, and was carrying a rucksack or bags, and blankets.
Hampshire police have said they carried out an ‘extensive search’ and thanked the public for keeping an eye out.
There are no matching missing person reports.
A spokeswoman said: ‘We searched the area extensively yesterday, we are no longer searching it today, but we are carrying our other enquiries.’
She added: ‘Due to the concern raised by the community, we deployed to the area and carried out an extensive search.
‘At this time, we have not been able to identify the girl. As we said yesterday, there may have been a reasonable explanation as to why this girl was walking on her own in the area.
‘We have not received any reports of a missing child at this time and no other reports that suggest a young girl has come to harm.
‘We would like thank all those who spotted her, called in and raised their concerns with us.
We’d also like to thank those members of the public who responded to our appeal and kept an eye out for her. Your response to this has been really appreciated.
‘Enquiries are continuing to establish who this girl was, where she had come from and where she was going to.’
Call police on 101 quoting 44210141729 with any information.