The Scottish midfielder reached the landmark of 250 appearances for Arsenal last season, despite being ruled out of the latter half of the season due to a hamstring injury.
She is back in action for Arsenal this season, hoping to lead them to their first WSL title since 2019.
Little told the Evening Standard: "Domestically our aim is to win every trophy and we will try and do everything we can to reach that.
"I think the quality we have in the team now, and the depth, there is no reason why we shouldn't."
Arsenal have had a rocky start to their WSL season, registering a shock 1-0 defeat to Liverpool in their opener, before scraping a 2-2 draw against Manchester United.
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They also crashed out of the Champions League in the qualifying stages after being beaten in a penalty shootout to Paris FC - a defeat which Little said "hurt a lot", but would not hold them back in the WSL.
Little first joined Arsenal in 2008 after playing with Hibernian for 2 seasons where she had won both the Scottish Championship and Women's Cup
"We can't dwell on it too much, because that will hold us back. We have to use it as motivation," said the 33-year-old.
In her first spell at Arsenal between 2008 and 2013, she won 11 trophies.
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But she took the decision to move to Seattle Reign in 2013 after the Gunners lost the WSL that year.
She was prolific for Seattle, scoring 32 goals in her 63 appearances and helping the club to two consecutive NWSL Shield titles.
But the pull of the WSL was too strong and Little returned to Arsenal in 2017 following a year-long loan to Melbourne FC.
Little also made 140 appearances for Scotland, scoring a total of 59 goals - only six women's players have more caps for Scotland and only two have more goals.
In 2016, Little won the BBC Women's Footballer of the Year - an award which has since been won by Lionesses Lucy Bronze and Beth Mead, her Arsenal teammate Vivianne Miedema and Ballon d'Or winner Ada Hegerberg.
She then received her MBE in January 2023 for her services to football alongside her Arsenal teammate Jennifer Beattie who was also recognised for her charity work following her breast cancer diagnosis in 2020.
But Little's sole focus is on restoring Arsenal to their former glory this season as they look to disrupt Chelsea's domestic dominance.
Despite their unconvincing start, their season looks to be set for a huge boost as England striker Beth Mead was back in action in a behind-closed-doors friendly for the first time since picking up her ACL injury last November.
Her teammates Vivianne Miedema and Leah Williamson also suffered the same injury, but both are expected to return to fitness later in the season too.
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Last season, Little scored a cool penalty as Arsenal beat Chelsea 3-1 in the Continental Tyres League Cup final to win their first silverware since 2019 - a sign they could be ready to challenge Emma Hayes' Blues.
Arsenal next host Aston Villa - who are yet to pick up a point this season - at the Emirates on Sunday, October 15 from 2pm.