Often,just the picking up (or even looking st) an (apparently) abadoned or injured wild animal can so frighten it that it dies of that fright.
It's best,if you can bear to,to leave it alone.If it recovers enough to resume it's normal way of life then that's fine,but as others have said,if it dies that (sadly) is nature.
Our cats bring in lots of small rodents (shrews,mice etc) but as soon as I try and catch them they die on me of heart failure,it's a real catch 22 situation.
We cannot really get in the way of nature.