Little began her career with Buchan Girls FC before moving onto Hibernian Ladies. She left to join Arsenal Ladies in March 2008 and scored her first goal for the club in April, in a 4–1 win over Chelsea before 5,000 fans at Emirates Stadium. Arsenal manager Vic Akers told reporters: "Make a note of this kid, she's going to be a big player." Little played in every league match during the 2008–09 season bar one, scoring 24 goals. Little was voted women's player of the year for 2012–13 by the Professional Footballers' Association, in the first year that the award had been made.