A free agent after the 2000 season, Little signed with the Colorado Rockies on November 7, 2000. 2002 saw Little get the most at bats in a single season of his entire career with 130; he did this playing for the Rockies, New York Mets, and Arizona Diamondbacks. He was acquired by the Mets along with John Thomson for Jay Payton, Mark Corey, and Robert Stratton. He was then dealt by the Mets to the Diamondbacks for P.J. Bevis. Little was released by the Diamondbacks on May 30, 2003, and signed with the Cleveland Indians on June 3, 2003. Little had his final 20 major league at bats playing for the Indians in 2004. He won the Governors' Cup with the Buffalo Bisons, the AAA affiliate of the Indians, in 2004. Released by Cleveland following the 2004 season, Little signed a minor league contract with the Florida Marlins on November 4, 2004. He played for the Marlins Triple-A affiliate, the Albuquerque Isotopes, during the 2005 and 2006 seasons, before retiring from Major League Baseball.