Theatre roles include Voyage Round My Father; The Vagina Monologues; Les Mains; The Alchemist and the Richard Eyre play The Novice. Little took her role in The Novice at the last minute. She was originally contracted to star in the film Enigma (2001), but the role was subsequently given to the Actress Kate Winslet, who had previously turned the part down due to her pregnancy, but changed her mind. Little was paid her full fee of £300,000 and appeared in The Novice at the Almeida Theatre instead.