But slicing through the water, stroke by stroke, kick by kick, to get from Point A to Point B? Nah. Not his forte.
Little was an athlete in high school who later played polo for a Club team at the University of Oklahoma.
This past October, Little, a tall and thin 28-year-old from Prescott, was suffering from an Achilles' tendon injury when his doctor encouraged him to take a stab at a triathlon.
He literally dove in headfirst.
"I started swimming 10 miles a week and cut my running back to about 30 to 40 miles a week," Little said late this past week, "and I was trying to cycle as many miles as I could on the road."
Once the weather turned cold here last December, Little had trouble training.
After all, he had only three months to prepare for the Escape from Alcatraz Triathlon in San Francisco - one of the toughest, albeit most popular, triathlons for amateurs and pros in America.
The event starts with a 1.5-mile swim from a ferry positioned adjacent to the old Alcatraz Island prison in the frigid, wind-whipped 50-degree waters of San Francisco Bay to the mainland beach.
From there, it transitions to an 18-mile bike ride out the Great Highway and through Golden Gate Park, and ends with an 8-mile run through Golden Gate National Recreation Area to the finish line at The Marina Green.
Little knew that if he planned on finishing the race, he'd have to become a good swimmer. It just so happened that one of Little's co-workers in Prescott was a high school swim coach back in California. He took Little under his wing, teaching him how to rotate and kick correctly in the water.
At night, Little would sit on the edge of his bathtub with a chair and practice his flutter kick.
Little read on the Internet about how to swim. He trained regularly at the Prescott YMCA and at the Yavapai College pool in preparation for the March 3 triathlon. However, he couldn't replicate the feeling of the bay's frigid waters.
"Swimming was really the toughest part, because it was totally foreign to me," Little said. "My willingness to learn how to swim and swim well was pretty high because there's a huge component of fear when you are knowing you're going to be swimming from Alcatraz to San Francisco in cold water with a current."
Little dropped out of college several credit hours short of graduation and eventually wound up working at Prescott House, an extended-stay substance abuse treatment home off North Arizona Avenue where he had previously received treatment for addiction.
Two years ago, at age 26, the proverbial light bulb fired in his head.
"The last component of me getting away from that kind of length of behaviors was to quit smoking," Little said, "and I decided I was going to go run."
In 2011, a co-worker of Little's talked him into doing the Tour de PV race in Prescott Valley. He finished second in his age group and began gaining confidence as a runner.
Prior to this past fall, Little also took second in his age class at the Sedona Marathon. He ran in the Whiskey Row Half-Marathon last May and in the San Francisco Marathon last summer.
A week after the S.F. Marathon, Little was working out at Captain Crossfit, a training complex in Prescott, while tending to an Achilles' injury. He couldn't run, so he bought a mountain bike and started riding.
That's when his physician encouraged him to try his hand at triathlons.
Little surfed the Web and spotted a description of the Escape from Alcatraz.
"It just looked really cool and really scary at the same time," he said.
Little didn't think he stood a chance of getting into the Escape because a lottery is used to select its competitors.
He then spoke with friend Tim Tillich, a 25-year-old crossfit coach at Captain Crossfit, about entering the lottery drawing together, one in which only a few thousand athletes are chosen.
As fate would have it, Tillich's name was picked, but Little's wasn't. Like Little, Tillich also had never been in a triathlon.
"When people would be like, 'Wait a minute. This is your first triathlon, and you're doing the Escape?' And I was like, 'Yeah,' " Tillich said. "I guess it was kind of like not a normal way to start off your triathlon."
Little wanted to go to San Francisco with Tillich so bad that he contacted ZERO - a charity based in Alexandria, Va., that sponsors triathlon teams to raise money for its mission to eradicate prostate cancer.
He soon joined ZERO, alongside Tillich, so he could compete in the Escape. Little fundraised while he trained and wound up generating $2,400 for the cause.
There was just one problem: Neither Little nor Tillich owned a wetsuit or a bicycle.
Little bought a triathlon bike last December, and a friend in town loaned his road bike to Tillich. They both rented wetsuits for the swim portion.
Little and Tillich soon went to work preparing for the Escape. Little focused on endurance training and strengthening his upper body, while Tillich stuck to swimming and biking.
Tillich, a former rescue swimmer in the Navy, hadn't swum in the ocean for about two years since he left the military in April 2011.
"Penn is a little bit more of a hard-core endurance athlete," Tillich said. "One of my New Year's resolutions was to do a different competition once every month for the year."
Tillich put Little on a squat program so that he could develop his quad muscles. The pair regularly rode bikes roundtrip from Captain Crossfit and up the hills to Groom Creek at mile-high elevation. Tillich had not done road biking in the past.
"We both were excited about it," Little said of the triathlon. "We didn't know what to expect, but we both worked pretty hard for it."
On March 3, Little, Tillich and some 2,000 other competitors jumped feet first off a ferry next to Alcatraz Island and into the Sacramento River.
When they started, the water was 50.7 degrees with a 7- to 8-mph current. The river had a colder temperature than normal because of snowmelt from the Sierra Nevada Mountains, Little said.
Organizers normally run the triathlon in June. However, they had to push the date to March for the first time this year because of a conflict with the America's Cup being held in San Francisco this summer. In June the river's waters are 6 to 7 degrees warmer than they are in the winter.
Nevertheless, Little finished the triathlon in 45th place in his 25-29 age division (355th overall; top 20 percent). He completed the swim in 40 minutes and 57 seconds, and the riding and running portions in about an hour and four minutes each for a total time of 3:05:50.
Tillich was 93rd in the same age bracket, swimming in 1:08:47, biking in 1:15:44 and running in 1:14:39 for a total time of 3:53:29.
Little said he didn't expect to swim across the river as fast as he did. A cruise ship came through the bay earlier than scheduled on the day of the race, which created 6-foot swells, he added.
"I ended up coming out right on the left side of the beach," he said. "About 40 minutes after I jumped, I'm walking up on the beach and felt sand under my feet."
From there, Little and Tillich biked through the hills of San Francisco and ran on trails, the beach and a 500-foot sand ladder. They ate snacks and drank fluids during transitions.
"After that sand ladder, you have about 2 miles of downhill and 1 mile of flat into the finish," Little said. "I was thrilled with my finish. I felt really fortunate to do as well as I did. Those top 100 guys are all pros. We were just so happy to be done. Not a lot of people do it."