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The classical Hermite polynomials at time \\(t\\) may be defined by a Rodrigues formula, given by \\(H_{\\alpha }(-x,t)p_{t}(x)=\\alpha p_{t}(x)\\), where \\(\\alpha \\) is a constant coefficient differential operator on \\(QTR{\\mathbb R}^n\\). Recent work of Gross (1993) and Hijab (1994) has led to the study of a new class of functions on a general compact Lie group \\(G\\). In analogy with the \\(QTR{\\mathbb R}^n\\) case, these ``Hermite functions'' on \\(G\\) are obtained by the same formula, wherein \\(p_{t}(x)\\) is now the heat kernel on the group, \\(-x\\) is replaced by \\(x^{-1}\\), and \\(\\alpha \\) is a right invariant differential operator. Let \\(QTR\\mathfrak {g}\\) be the Lie algebra of \\(G\\). Composing a Hermite function on \\(G\\) with the exponential map produces a family of functions on \\(QTR\\mathfrak {g}\\). We prove that these functions, scaled appropriately in \\(t\\), approach the classical Hermite polynomials at time \\(1\\) as \\(t\\) tends to \\(0\\), both uniformly on compact subsets of \\(QTR\\mathfrak {g}\\) and in \\(L^{p}(QTR\\mathfrak {g},\\mu)\\), where \\(1\\leq p<\\infty \\), and \\(\\mu \\) is a Gaussian measure on \\(QTR\\mathfrak {g}\\). Similar theorems are established when \\(G\\) is replaced by \\(G/K\\), where \\(K\\) is some closed, connected subgroup of 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