"She is begging him to stop ... 'please stop, I promise I won't do it again, please stop'."
She claims she told the father to stop what he was doing with his daughter and he told her to "mind my own business".
"I have three little girls of my own," Erika Burch told the Chronicle. "I'll be damned if I'll ever let anybody pull them by the hair of their heads."
Erika Burch telephoned the police and an officer who was in the store told her that for there to be any investigation there had to be visible injuries.
She published the pictures on her Facebook page in the hope they would alert authorities.
Cleveland Police said on its Facebook page that it had received "numerous calls" about a girl being pulled by her hair at Walmart.
Cleveland Police Chief Darrel Broussard told the Chronicle that police received a call about the incident about 4:45pm on Monday. The man, whom Broussard did not identify, told police that his three children including the 5-year-old girl, had been disruptive in the store, and that holding her by the hair was his method of disciplining her.