  Little Higgs models represent an alternative to Supersymmetry as a solution
to the Hierarchy Problem. After introducing the main physical ideas of these
models, we present the fine-tuning associated to the electroweak breaking in
Little Higgs scenarios. Taking into account the most general properties of this
scenarios and focusing on two representative ``Little Higgs'' models, we find
that the fine-tuning is much higher than suggested by the rough estimates
usually made. The main sources that increase the fine-tuning in these models
are identified, then they can be taken into account in order to construct a
successful model.
