The head teacher of a school attended by an eight-year-old who was stabbed to death says it is "numb and in shock".
The 54-year-old man arrested for her death is understood to be her father.
She attended St James Primary in Brownhills. Head Andy Nicholls said her smile "lit up the room" and that the school was "completely devastated".
Mr Nicholls said that Mylee enjoyed singing and performing.
Her father, believed to be Bill Billingham, is critically ill in hospital with a stab wound to the stomach. He will be questioned in due course, police said.
A post-mortem examination on Mylee is scheduled to take place later.
Police are treating the stabbing as a "domestic incident" and are not looking for anyone else in connection with Mylee's death.
Mylee's uncle - Mr Billingham's brother - is former SAS sergeant major Mark Billingham, who appears in Channel 4's show SAS: Who Dares Wins.
He issued a short statement asking that the family's privacy be respected.
Det Insp Jim Colclough said it was "an absolutely tragic set of circumstances".
Neighbour Graham Greatrex, 74, told how he helped comfort the girl's mother after the incident.
He said: "She was in shock. I just offered her a warm drink because it was a bitterly cold night."
Walsall Council leader Sean Coughlan said he was "in shock and complete disbelief" following the news of Mylee's death, adding, "the entire area will be left reeling in deep shock".