Released in late 1985 while Fleetwood Mac were on a lengthy hiatus, the album peaked at #12 on the U.S. Billboard Charts, and was certified platinum within three months of its release. Although sales did not match Nicks' earlier albums, Bella Donna and The Wild Heart (both selling in excess of 4 and 2 million copies in the U.S. respectively), Rock a Little contained the hits "Talk to Me" (#4), "I Can't Wait" (#16), and the mainstay encore for Nicks' live shows, "Has Anyone Ever Written Anything for You" (#60).
The album peaked at #5 in Australia, #8 in Canada, and #30 in the UK.
The subsequent tour for the album concluded with a show at the famous Red Rocks Amphitheatre in Colorado, which was captured and released on video (and later on DVD).
Since 1991, when sales of albums have been tracked by Nielsen SoundScan, Rock a Little has sold a further 99,000 copies in the US as of May 2008.