We consider Type IIB Neveu-Schwarz five-branes transverse to C-2/Z(n) orbifolds and conjecture that string theory on the near horizon geometry is dual to the decoupled theory on the branes. We analyze the conformal field theory describing the near horizon region and the world volume non-critical string theory. The modular invariance consistency condition of string theory is exactly reproduced as the gauge anomaly cancellation condition in the little string theories. We comment on aspects of the holographic nature of this duality. (C) 1999 Elsevier Science B.V. All rights reserved.