A NINE-year-old girl has allegedly been raped while holidaying in Bali with her family.

Australian authorities tonight confirmed Indonesian police are investigating the alleged sexual assault.

"Australian consular officials are providing assistance to the girl's family,'' the foreign affairs department said in a statement.

"We understand a suspect has been arrested.''

The girl, from NSW, was reportedly snatched from her bedroom about 9pm (local time) on Sunday and taken to a nearby vacant block at the popular beach town of Kuta.

The girl's screams alerted people nearby, the Seven Network reported today.

The network said a 33-year-old man has been arrested and charged.

The girl's family, believed to be from the Byron Bay area in northern NSW, remains in Bali.