The Mysterious Little Girl is the girl who was shown in Chapter 87. She was called by the fans "Alice-chan".
Everything about her is shrouded in mystery, but she's apparently a member of the organization known as the Brain Trust, which built Infinity Fortress. She looks like a grade schooler, but judging her manner and speech, she may be much older.
Venus de Milo Arc According to Emishi, she is someone's daugher. She gave candy to Shido and Emishi. As Shido felt that she met the girl before.
Her next appearance was, when Dr. Jackal and Ginji we're fighting in the boat. After Ginji jumped, the little girl asked Dr. Jackal if he wants a candy. After that, she gave Ginji too.
The candy contains the drug called Aphrodite which make you Shido, Emishi and Ginji made stronger.
Divine Design ArcShe hired Akabane to kill Lucifer.