Not in the least

Could someone help me with the phrase "not in the least"? What is the meaning? Thanks.

It is the same as "not at all."

"Were you upset by what happened?"
"Not in the least." Meaning, "No, I wasn't the least bit upset."

Although the phrase is often used with a great deal of irony:

"Were you upset?"
"Not in the least." -- conveyed in a tone that means "I was quite upset, thank you very much!"

"...and last but not least..." - commonly used when giving people credit. The person mentioned last is not the least important person.