The Little Princess (1939)
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Yes, it's available on 20th Century Fox's Shirley Temple - America's Sweetheart Collection, Vol. 5 (The Little Princess / Stand Up and Cheer / The Blue Bird) (2007) (V).
Note that this film seems to be in the public domain, which means any distributor can legally sell copies without paying royalties. Beware. Some small distributors market copies of public domain films with poor picture and sound. Others are more prestigious and deliver good transfers of the best available prints. Shop around.
The film is also included in the "20th Century Fox 75th Anniversary Collection" . Edit (Coming Soon)