Let X? be a small perturbation Wishart process with values in the set of positive definite matrices of size m, i.e., the process X? is the solution of stochastic differential equation with non-Lipschitz diffusion coefficient: , X0 = x, where B is an m × m matrix valued Brownian motion and B′denotes the transpose of the matrix B. In this paper, we prove that satisfies a large deviation principle, and converges to a Gaussian process, where and as . A moderate deviation principle and a functional central limit theorem for the eigenvalue process of X? are also obtained by the delta method.