It concerns the night at Cambridge recently when Leicester, leading 2-1 in the closing minutes, conceded a corner. Normally the visitors' bench would have been on their feet screaming inaudible orders. Instead they were laughing at Little.
'I was curled up in a ball with my head against the dug-out wall, moaning 'I hate this job, I really hate it',' he recalled. 'Actually, what happened was that we broke away and scored again.'
In the cold light of day, which finds Leicester safely in the play-offs for a Premier League place whatever happens at Newcastle on Sunday, Little claims to enjoy his work. 'I don't often snap like that. I get uptight, sure, though I'm not the sort to go over the top with the pressure. I can never see myself flipping completely.'
After a run-in which has brought Leicester 11 wins in 15 matches, things are going well for Little. Almost too well, perhaps, for the 39-year-old Geordie has learned over two decades that when the pendulum swings your way, it may just be about to clip you in the face.
When he was 21, a lithe, long- haired goalscorer with Aston Villa who resembled a refugee from a rock festival, Little won his only two England caps in one evening: his first and last. Shortly after a dazzling 10- minute cameo as substitute against Wales, the knee problems began in earnest.
Thirteen years ago last month he played his last match. 'When my career was taken away from me it suddenly hit me: 'I'm not going to do this again'. As a player I took it all for granted, and didn't savour things. As a manager I remember every game.'
After working in the promotions office at Villa Park, and then coaching the youth team, he landed his first managerial post as caretaker with Wolves. Nine matches later he was sacked to accomodate Graham Turner.
'I'd won my last two games too. They said they'd give me compensation but I told them where they could stick it. I went home and my wife was standing holding our second child, who was 10 months old, and I thought: 'What have I done?' '
Little found himself asking the same question in 1990 as he presided over Darlington's relegation to the Vauxhall Conference, a blow he believes was the making of him as a manager. 'That day, we lost 5-1 at Scunthorpe, so when the chairman, Dick Corden, said 'We must have a chat', I thought 'Here we go again'.
'But the first thing he said was: 'If you go, I go'. If he hadn't stood by me then, I'd probably never have got another job in football.
'Next day I called everybody in and got rid of 24 players in one hour. I'm not a nasty person, but I felt that if I was going to do the job, I had to start being ruthless. In the end we got straight back up.'
Not before enduring '42 cup ties', in the last of which Darlington needed a point at Welling to pip Barnet. 'We won in the 87th minute, but it was the worst 90 minutes I've had. It felt that if I could get through that, I could do virtually anything.'
What he did was take Darlington up again before moving to Leicester in 1991. Surrounding himself with the coaching counsel of John Gregory, Allan Evans, Steve Hunt and David Nish he undertook a reconstruction which has seen 40 players come or go while simultaneously improving the club's financial and League positions.
Having escaped the drop on the last day of the previous campaign, they ended his first season in the play-off final. Blackburn won with a penalty: another blow from fate? 'Not at all. . . it was great experience for us,' Little insisted. 'I think the play-offs are brilliant. Without that incentive, the public wouldn't have turned out to watch us in February and March. this year. They've kept the season alive.'
Likewise his decision to switch Steve Walsh, so strong in the air at centre-half, to centre-forward. Little tried him there in December and Leicester put four past Swindon, but Walsh soon reverted to defence.
'With 16 games to go we were falling behind, so we sat down and asked ourselves which was our best performance. It was Swindon. Walshy's always liked to have a go up front in training so we decided to go for it. He's got 11 goals in this run, and that's been the major difference.'
Walsh, like Paul Warhurst, views his role as a short-term expedient. However, the 18-year-old Julian
Joachim has a real future as a striker, possibly at the highest level. Joachim was 'just another YTS boy' when Little arrived, though it was soon clear he was 'something special'.
'Julian has great pace and touch plus a true goalscorer's instinct. Playing through the middle will eventually be his best position, but central defenders at this level tend to be tough characters who've been around and have a few tricks.'
It is a veiled reference to the return match with Swindon, when Joachim, never booked before, was sent off for violent conduct. After the video evidence was examined, the FA wiped the expulsion from his record.
Six other Leicester players have been dismissed this season, which will surprise those who remember Little as a player. 'Some of the sendings-off have been crazy. I'll admit a couple of the lads stepped over the line, but there's been nothing dirty or malicious.
'We have a motto in the club that we'll do whatever it takes to win a match, but that doesn't mean going round kicking people. I want to put out a side that's hard to beat, with real presence.'
Almost the antithesis, in fact, of Forest, where Little will occupy Clough's seat on the home bench as Leicester take over the City Ground for their leg of the play-off semi-final because of work on a pounds 5m stand at Filbert Street. It is on such fraught occasions that his seemingly annual springtime ordeal, notably that draining afternoon at Welling, stand him in good stead.
And if one day it all goes horribly wrong and he finds himself out of football, Little looks forward to being free to watch his first love, Villa.
Next season he may be able to do so from the Leicester dug-out.
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