The girl, who used to live in an orphanage, was taken to a luxury bungalow on the day in April when Madonna left the country in tears after her first attempt at adoption failed.
The house, belonging to Lois Silo, programme co-ordinator of Madonna's charity Raising Malawi, is behind blue gates in a discreet suburb of the capital Lilongwe, called Area 47.
According to local sources, Mrs Silo and her husband have been caring for Mercy, helping her to speak English and teaching her Western manners.
Each morning she has been driven to the nearby Cherub nursery, a privately run fee-paying school. There she plays with other Malawian children who knew nothing of her special status until they heard on Friday that she was leaving the country.