The male half of the M&M Show (as David McWilliams put it) has admitted that he could be making the biggest mistake of his career, but says the "itch" is forcing him out of the State broadcaster.
"The worst that could happen would be that I fall flat on my face and completely embarrass myself," he told the Herald as he prepared for the final show.
"I'm going to be sorry to walk out that door. I'm going to try keep it as quiet as I can but at the same time I'm sure [that on] Friday night at our Christmas Party I'll be having a few jars."
The 41-year-old has spent eight years as Miriam O'Callaghan's right-hand man but reckons that he will "bask in her reflected glory" for the final time tonight.
Although RTE are keeping his job open for up to two years, Little revealed for the first time: "If I go back I won't go back to be a studio presenter. It'll probably be in a different role completely."
He added: "To be honest, I'm just focused on the next two years and beyond that I've no idea, which is a pretty good thing to be able to say at the age of 41."
Little said a return to the US could be on the cards.
The Malahide-native made his name as RTE's Washington correspondent during the Bill Clinton era.
"I could easily see myself living there again, no problem, but for now I really enjoy life in Ireland," he said.
Asked about the new venture Little said: "If the BBC collided with YouTube and iTunes, this is basically what it's going to be. It's kind of news, video, social platforms like Twitter and Facebook. We're trying to provide a filter, trying to pull the stuff out that's useful for people."
Initially it will be targeted at the US market but ultimately he hopes to go global.