A doctor and a nurse, who were accompanying the child, also sustained serious burns in the mishap, Thane civic body's Regional Disaster Management Cell Chief Santosh Kadam said.
The ambulance was completely charred in the mishap, he said.
The infant, born on Thursday, was brought to a hospital in the city from Bhiwandi township the same day following some medical complications, he said.
The doctors at the private hospital advised the baby's parents to shift her to a specialty care centre in adjoining Mumbai and called an ambulance to shift her there, Kadam said.
As the ambulance was about to leave for Mumbai with the child in it, the doctor and the nurse, who had also boarded the vehicle, witnessed a spark in the oxygen cylinder following which they jumped out of it leaving the baby behind.
Soon the CNG cylinder installed in the rear of the ambulance exploded causing fire in the vehicle, he said. The family members of the child were standing outside and were about the board the vehicle when the mishap occurred.
A fire brigade team was rushed to the spot to control the blaze, but the baby could not be saved, he said. Another ambulance which was parked nearby was also engulfed in fire and damaged, he said.
The injured doctor and nurse have been admitted to Thane's CivilHospital, Kadam added.
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