Gareth Taylor's late goal gave Forest a vital win and continued Tranmere's inconsistent form in a season where they were expected to challenge for promotion.
"We've lost five games away from home now and we should have drawn at least four of them - including this one," said Rovers boss Little afterwards.
"But we are just going to sleep at the wrong times in nearly every game we play away from home. It's a doddle for us to see what's wrong."