This may be a dream that you are too worried about her health and safety.
It means that you like and love your little niece too much.
Another possibility is that the little niece may represent your childhood self, your innocence, or your fragile side.
When you die, you realize that your innocent childhood is gone forever, and your fragile heart has been frustrated.
So I will feel sad.
Most of the sadness in dreams comes from the accumulation of negative emotions in reality.
In other words, you may encounter some sad things during the day.