According to the book _Looking for Little Egypt_ by belly-dancing historian Donna Carlton, Sol Bloom claimed he improvised the melody at a press conference introducing the Algerian dancers he had brought to America for the Columbian Exposition in Chicago in 1893. The girls danced while he played with one finger. He never got a copyright. Several version were published, the most popular was the 1905 hit "Streets of Cairo."

As for Little Egypt herself, the great American legend that she shocked fairgoers at the Chicago Exposition appears to be false. Although belly dancers were there, and they were shocking for the time, there is no hard evidence that a dancer with the name "Little Egypt" ever performed at the Columbian Exposition. In the following years, a number of dancers (mostly American born) took the stage name "Little Egypt"; so many that it came close to becoming a generic term for hootchie cootchie dancers.