US Edition The unidentified Year Five child left school as a boy and returned the next day as a girl, in female uniform with a ponytail tied in pink ribbon.
The case comes after reports a 12-year-old boy had started secondary school as a girl.
Both children are too young to have had a sex change operation or hormone therapy as this is only given to people aged 18 or over.
There was a mixed reaction from gender experts.
A spokesman for transgender group the Beaumont Society said: "This child is vulnerable to bullying and teasing. They and their family have been seriously misadvised. It is hard enough for an adult to change gender. To go to the extent that this nine-year-old has gone is unique."
But James Caspian, who counsels people on gender issues, said: "People should not be surprised that a child so young has these feelings.
"What is more of a surprise is that the child has been able to express them openly and that because of changes in society those around the child have been so supportive."
The mother of a boy at the same school as the nine-year-old told The Sun newspaper: "My son came home from school and asked why one of his friends had become a girl.
"I thought he was joking, but he kept asking... that's when alarm bells began ringing.
"The pupil's classmates were told he had left and that a new girl would be starting in his place this term."
Children were initially told the boy had left and a new girl had arrived, but at a special assembly the head teacher, class teacher and the pupil's special needs teacher appeared to realise the child would be recognised.
The mother said: "They were told the new girl would be using the girls' toilet and that no one should tease or bully her. If anyone saw the new girl being bullied they should stick up for her.
"My son is too young to really understand the significance of what's happening. It's hard to explain to him. I'm terrified he'll ask me if he can become a girl as well."
A school source said the boy had "always been rather feminine" and a decision had been taken to support the child and family "after his case was confirmed by five doctors".
Parents who criticised the school and child's parents on a social networking website were warned by police they could be prosecuted for harassment.
The family of the nine-year-old were also given police protection.