Brigadier-General Malcolm Orme Little was born on 29 November 1857 in Middlesex, England.

In the South African War (1899-1902) his regiment, the 9th Lancers formed part of the 3rd Cavalry Brigade and took part in the Battles of Modder River, Magersfontein, Relief of Kimberley and Paardeberg.

He was mentioned in despatches from Lord Methuen and Lord Roberts and he took over command of the brigade being promoted to the rank of Brigadier-General on 10 July 1900. He was involved in the guerrilla phase of the war, mainly in the Free State.

Little won the International Polo Colours for England.