[3] Described by biographer Chris O'Leary as a combination of arena rock and electronica,[2] it utilises percussion and power chords from the Prodigy's "Firestarter", a 1996 UK number one that assisted in bringing drum and bass rhythms to the mainstream.

Two main interpretations to the lyrics are given by James E. Perone, who writes that the song may simply represent some characteristics of Bowie's own personality or, in another case, an alien observing aspects of the life on Earth.

"[citation needed] British magazine Music Week rated the song three out of five, adding, "The idea of giving Bowie a drum & bass makeover sounds slightly absurd but, though disconcerting, it seems to work.

"[9] David Sinclair from The Times wrote, "Racing jungle beats and strafing bursts of ultra-distorted guitar underpin the first taster from Bowie's new album, Earthling.

[11] Bowie performed "Little Wonder" as the opening song at his fiftieth birthday celebration concert in New York City on 9 January 1997.

It is set in a dystopian world of mutants, depicting rapid-pace shots of Bowie as an aging Ziggy Stardust and Halloween Jack wandering the New York streets and subways.