In 1716 the French built a fort on the bluffs of Natchez. It was named Rosalie in honor of the Duchess of Ponchartrain. In 1820 Peter Little, a native of Pennsylvania, purchased a portion of that land on which to build his home. He decided to keep the name Rosalie in honor of the fort and its settlers. He also purchased large areas of land in Louisiana.
Peter Little arrived in Natchez in 1798 when he was only 17 years old. His family background is impressive. His grandfather, Colonel Peter Little, was a physician to George Washington and a pallbearer at his funeral. Another close relative represented Maryland in the United States Congress. However, why Peter came to Natchez at such an early age is a mystery.