There is no historical origin to this children's nursery rhyme but some information about this bird might be appreciated. The Cock Sparrow is the very attractive male variety of the House Sparrow. In summer it's plumage is blue-black and dulled in the winter by pale edgings. The term 'Cock sparrow' is old British slang for a friend as in " Me old Cock Sparrow' or " Me old Cocker". This type of slang is typically used by London Cockneys who often replace the word 'my' for 'me'.

A Little Cock Sparrow
Nursery Rhyme lyrics, origins and history

A Little Cock Sparrow
Sat on a tree,
Looking as happy
As happy could be,
Till a boy came by
With his bow and arrow:
Says he, "I will shoot
The little cock sparrow

"His body will make me
A nice little stew,
And his giblets will make me
A little pie too."
Says the little cock sparrow,
"I'll be shot if I stay,"
So he Clapped his wings
And then flew away.

A Little Cock Sparrow
Nursery Rhyme lyrics, origins and history