Tanisha Wright added 10 points for the Storm, which got to .500 (10-10) for the first time this season and has won nine of their last 12 after a 1-7 start.
"We always felt confident in our team," Little said after Seattle and the rest of the WNBA returned to action following the month-long break for the Olympics. "When we lost those games, we were upset - we didn't expect to lose that many games. But we didn't focus on what anyone else was thinking. We were more worried about how we felt and how we could play."
Seattle went in front for good on Thursday with a 10-0 run in the second quarter and led by 18 late in the game.
"We just weren't playing our basketball, and we knew we could play better," Little said. "We just had to get some energy and get some rebounds, and we were off to the races then."
Samantha Prahalis led the Mercury (4-16) with 15 points, and Alexis Hornbuckle chipped in 12. Phoenix has lost seven a row, three to Seattle.
DeWanna Bonner, the Mercury's leading scorer at 20.7 points per game, scored seven points Thursday night.
"We just couldn't score in the second half," Mercury coach Corey Gaines said. "DB (Bonner) was 3 for 18, and we just couldn't score. We missed open shots. We've been trying to find our rhythm all year, and the injuries don't help."
Sue Bird, fresh off of helping the United States win the gold medal last Saturday in London, had two points and three assists in 10 minutes of play. She sat out the second half with the stomach flu.
While Bird was back in action following the Olympics, Storm teammate Lauren Jackson and USA teammate Diana Taurasi were not in Seattle. Jackson, who missed the entire first half of the season to prepare with the Australia team that won bronze, is expected back Monday.
Taurasi did not make the trip because of a late return from London. She has missed 18 of the Mercury's 20 games this season with a strained left hip flexor.