Little remained with the 9th Lancers for the rest of the century: he was promoted to lieutenant on 25 February 1880, to captain on 20 October 1886, to Major on 5 September 1894, and to lieutenant-colonel (and to command of the regiment) on 15 March 1900. By this time, the 9th Lancers were on active service in the Second Boer War. The regiment formed part of the 3rd Cavalry Brigade and took part in the battles of Modder River (28 November 1899) and Magersfontein (10-11 December 1899), Relief of Kimberley and Battle of Paardeberg. He was mentioned in despatches from Lord Methuen dated 15 February 1900 and Lord Roberts dated 31 March 1900. Little took over command of the brigade and was promoted to the local rank of brigadier-general in South Africa on 10 July 1900. He was awarded a Brevet Colonelcy on 29 November 1900 and his local rank was confirmed on 8 April 1902, when he took command of another brigade (possibly the Australian Brigade), which moved to Aberfeldy in the Orange River Colony. He was again mentioned in a despatch on 23 June 1902, this time by Lord Kitchener, who wrote that Little had "proved himself as a capable leader of mounted troops in the field." The war ended with the Peace of Vereeniging in late May 1902, and Little left Cape Town the following month arriving at Southampton in late July.