Mary and James Mast have pleaded not guilty to the charges. Photo / Supplied

The parents of a 4-year-old US girl allegedly killed by neighbours to remove a "demon" pleaded not guilty on Monday to charges connected to the case.

Mary S Mast, 29, and James A Mast, 28, both of Lincoln, Missouri, were charged on Thursday with felony child endangerment resulting in death and are jailed without bond. They don't yet have attorneys.

Associate Judge Mark Brandon Pilley also denied the couple's request to attend the girl's funeral, according to online court records. A bond hearing was scheduled for January 5.

The couple's other children, a 2-year-old son and an infant, were placed in protective custody, Benton County Sheriff Eric Knox said in a news release.

The girl was found dead at the family home on December 20. Knox said she had been severely beaten and dunked in an icy pond as part of what appeared to be a "religious-type episode".

Across-the-road neighbours Ethan Mast, 35, and Kourtney Aumen, 21, were charged last week with second-degree murder and other offences. Both are jailed without bond. Ethan Mast is not believed to be related to James and Mary Mast, Knox said.

Both families attend the same church, but Knox said that the actions involving the girl are not condoned by the church, which he declined to name.

"The investigation done so far indicates that this is an isolated incident and NOT the actions of a cult," Knox wrote in a news release on the department's Facebook page.

A probable cause statement from Benton County Sergeant Chris Wilson said the girl was already dead and had "severe purple bruising" over her body, along with ruptured blisters, when he was called to the home.

Knox said the girl's parents also had been beaten along with the 2-year-old. The infant was unharmed.

James Mast told investigators he and his wife observed the beating of their daughter but were told they would be beaten or shot if they tried to intervene.

Still, Wilson asked James Mast "how he could let people do this to his family and he stated they were told (his wife) had a 'Demon' inside her and her children would end up just like her if it was not taken care of", Wilson wrote in the probable cause statement.

Ethan Mast told investigators that he and Aumen used a leather belt to beat the girl on December 19, the statement said. She was then taken to a pond behind the home where she was "dunked" in the water on a day when high temperatures were under 10C.

Ethan Mast said everyone then returned to the victims' home. It wasn't clear when the child died.

Benton County, with about 19,000 residents, is 161km southeast of Kansas City, Missouri.

- AP