Little Bay is not a standalone bay, but is instead the northern end of New Hampshire's Great Bay, which reaches into both Strafford and Rockingham Counties. Little Bay is located near Newington, Durham and Dover, and borders the Great Bay National Wildlife Refuge.

Boating and fishing are popular pastimes for those who live or vacation near Little Bay. You can launch your boat for a free at the Little Bay Marina in Dover Point, and try your luck at catching Bass, Pickerel, and more. Crabbing is also another activity that Little Bay boaters take part in.