Rosalie Mansion was built for Peter Little, a wealthy cotton broker, in 1823 on the bluff overlooking the Mississippi River. It is on a portion of the site of the Natchez Indians' 1729 massacre of the French at Fort Rosalie.
On July 13, 1863 General Grant took possession of Rosalie to use as Union Army Headquarters. On August 26, 1863 General Walter Gresham took command of Union Army troops at Natchez. His headquarters remained at Rosalie.
Gresham had much of the owner's furnishings stored in the attic and put under guard to prevent theft or destruction. Union army tents covered much of the property surrounding the mansion. Union Army soldiers were placed in position in the observatory on top of the mansion.