Correlation and presence of gene interactions was studied using F3 and F4 generations in two little millet crosses for yield and its component traits. Most of the characters studied were positively skewed and were being governed by several genes indicating quantitative inheritance. Variance and skewness have also indicated that homozygosity has increased over the generations in little millet crosses. Cross JK 8 x Peddasame purple late was found better than other cross in providing high yielding segregants, indicated by more variance for seed yield in F4 generation. The PCV and GCV values were relatively high for number of productive tillers per plant and seed yield per plant suggests that presence of considerable variation and hence individual plant selection can be practiced. Seed yield per plant and other associated characters such as number of productive tillers per plant and panicle length had complementary gene action with other genes governing these characters. Yield increase is possible by following rigid selection for yield and its component characters. Seed yield per plant had significant positive association with plant height, number productive tillers per plant and panicle length in both crosses of both generations. This indicates that selection could be practiced for these component characters to increase seed yield. A shift in correlation co-efficient between the generations was recorded which is likely to be attributed to difference in gene complementation of linkage blocks and an indication of unstable nature of breeding population.