Time Sprite was a fairy tale on Gallifrey, according to the First Doctor. The tale said they existed at the heart of the TARDIS.
A Time Sprite was caught by Time Agents Jack Harkness and John Hart in St Petersburg 1785, where it made a mess in a wine cellar. This act earned them the gratitude of Catherine the Great, having saved her grandson. After taking their leave, Jack voiced to John his suspicion that the Time Sprite slipped through the Time Vortex via a paradox fissure that could have been created when they stole goods while traveling through time. (AUDIO: The Death of Captain Jack)
When an experimental human timeship crashed into the Doctor's TARDIS, the dreams of the TARDIS crew and the human timeship crew contained an exact replica of a time sprite. (AUDIO: The Anachronauts)