  We examine the fine-tuning associated to electroweak breaking in Little Higgs
scenarios and find it to be always substantial and, generically, much higher
than suggested by the rough estimates usually made. This is due to implicit
tunings between parameters that can be overlooked at first glance but show up
in a more systematic analysis. Focusing on four popular and representative
Little Higgs scenarios, we find that the fine-tuning is essentially comparable
to that of the Little Hierarchy problem of the Standard Model (which these
scenarios attempt to solve) and higher than in supersymmetric models. This does
not demonstrate that all Little Higgs models are fine-tuned, but stresses the
need of a careful analysis of this issue in model-building before claiming that
a particular model is not fine-tuned. In this respect we identify the main
sources of potential fine-tuning that should be watched out for, in order to
construct a successful Little Higgs model, which seems to be a non-trivial
goal.
