My Freddie did the same one night, Charlie, except he put the live mouse on my pillow. Then the squealing started. Poor thing took refuge under a canister vacuum cleaner on wheels. The cats moved the vacuum and the mouse moved with it.
I wheeled the vacuum into the bathroom. Got a cottage cheese container. Caught the little guy and after giving him a lecture on stupidity and a warning that next time I would give him to the cat, I let him go outside.

Fred manages to grab blue jays out of the air, chipmunks on the fly and even brought home a crow. It all beats his initial forays into the wild which produced huge nightcrawlers.