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: dXt?=?Xt?dBt+dBt'?Xt?+ρImdt, X_{0} = 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 {Xt?-Xt0/?h2(?),?>0} satisfies a large deviation principle, and (Xt?-Xt0)/? converges to a Gaussian process, where h(?)→+∞ and ?h(?)→0 as ?→0. A moderate deviation principle and a functional central limit theorem for the eigenvalue process of X^{?} are also obtained by the delta method.