A small world phenomenon has been discovered in a wide range of disciplines, such as physics, biology, social science, information system, computer networks, etc. In a wireless network, the small world phenomenon is used in the development of novel routing strategies. However, past studies made use of wire lines as shortcuts to construct a small world in a wireless network. First, it's difficult to determine the length of these wired shortcuts in advance. Second, wired lines are unsuitable in certain circumstances such as rural area, battlefield, etc. They are more costly in deployment and more vulnerable to unexpected damage. Finally, in wireless networks that lack central infrastructures such as mobile ad hoc networks (MANET) and wireless vehicular networks, fixed-length wired line shortcuts cannot be employed. This study proposes a new method to construct a small world in a wireless network. Instead of deploying wired lines as shortcuts. Variable length shortcuts are constructed by using mobile router nodes called data mules. Data mules move data between nodes which don't have direct wireless communication link. These data mules imitate shortcuts in a small world. The small world phenomenon in connected and disconnected wireless networks containing various numbers of data mules is then discussed. Finally the small world phenomenon is considered in wireless sensor networks.