Brett Sterling and Todd White added power-play goals for the Thrashers, who were 3-for-9 with the man advantage.
Goalie Kari Lehtonen stopped 26 shots for Atlanta.
The game was tied 1-1 when White and Little scored 43 seconds apart with Atlanta on a four-minute power play.
Little slipped a rebound past a sprawling Vokoun at 3:48 to make it 3-1. He scored again at 7:44 when his wrist shot sneaked in between Vokoun's arm and his body.
Atlanta had 12 consecutive shots in the second period when Florida was called for four minor penalties in a span of 7:21. Sterling scored at 17:06 with two seconds left on the Thrashers fifth power play of the period before McLean tied at 19:48.