Ever since he was a child he's always wanted to be an actor.
She's been an orphan since she was 8.
I've been writing songs since I was a child. -- These are continuos actions, so they do work with "since".
I think your sentence would better read: "Did you lose your parents when you were a little child?"
Or you could also ask: When did you lose your parents?, or: At what age were you left an orphan?