The Light Blues boast a 100 per cent record in Scottish League One so far, where they sit five points clear at the summit with 32 goals ahead of the weekend action.
Little says there has been no talk of an unbeaten run this term in the dressing room but it is a record he would like to see Gers aim for.
The 24-year-old said: "There hasn't been talk between the manager or the team.
"But fans or friends will come up to you and say it.
"My thought would be 'why not?' It's a challenge. We need challenges. We need things to aim for.
"Who knows? We just need to get through each game."
Rangers romped to an emphatic 8-0 win over Stenhousemuir last week and confidence is high ahead of Sunday's trip to Ayr United.
Little said: "We know if we're at the top of our game, if we're applying ourselves properly, we should win games by two or three goals.
"But it's certainly not as easy as that and that's been proven in the last year.
"Certainly, we are a much better team this season.
"I think we know how to win games and we are much more experienced in terms of getting through these games.
"But there are slip-ups absolutely everywhere and we are well aware of that."
Meanwhile, the Northern Ireland international has already decided he wants to extend his stay at Rangers when his contract expires at the end of the season.
He said: "I would love to stay. I waited a long time to get my chance.
"I've had a regular game in the last couple of years and it's been absolutely brilliant for me.
"I want to be at the club and hopefully I can if the club wants to keep me.
"My contract is up at the end of the season and there is an option there of an extra year.
"It's going to take another couple of years before we're in the top flight and it would be great to be back playing at that level."