My dog cornered a baby rat in my back yard. Didn't have the heart to release it in its condition. What now?

seriously get rid of it you are putting everybody around you in danger, if it bites you or if its urine gets in any cuts on ur fingers etc you will potentially catch a disease and allot of rodent diseases kill you, it might look cute but i bet when u look at its big yellow teeth and his eyes he is waiting to feast on your flesh, u seem nice but value your health