The woman wearing a burka was heard shouting Allahu Akbar'. She also threatened to blow herself up as she appeared near Oktyabrskoye Pole metro station here, reported the Daily Mail.
The nanny identified as 38 year-old Gyulchehra Bobokulova, from Uzbekistan murdered the girl, who is believed to have learning difficulties.
The accused nany has been arrested.
According to reports, Bobokulova shouted in the street: "I hate democracy. I am a terrorist. I want you dead."
"You have become so hardened, you have eliminated so many of us. Look I am a suicide bomber, I will die, doomsday will come in a second."
The report also claimed that the accused nany was a migrant working in the Russian capital without a work permit.