Bukhari Volume 7, Book 62, Number 163:
Narrated 'Aisha: The Prophet was screening me with his Rida' (garment covering the upper part of the body) while I was looking at the Ethiopians who were playing in the courtyard of the mosque. (I continued watching) till I was satisfied. So you may deduce from this event how a little girl (who has not reached the age of puberty) who is eager to enjoy amusement should be treated in this respect.