threatening to commit suicide is a clear signal that a child needs psychological help, right away. a child who says that they want to die is telling you that something is very seriously wrong.
all children want and need their parents to protect them, and a threat to commit suicide is a child's way of saying, "i need to be protected from my angry, sad feelings." you can tell your child, "i love you, and i won't let anything bad happen to you."
then make sure to get the help of a professional quickly. this will send a clear message to your child that you are serious about protecting them. to find the professional help your child needs, talk with this doctor or nurse practitioner.
i know she is young, but the best course is to discuss this with your doctor and seek professional advice, it could be very serious or it could be nothing, either way it needs to be taken seriously.