Are its parents present? Does the bird have feathers? Does it appear injured in anyway?
Birds are often injured when they fall and the injuries may be hard to detect. If your pet found the bird, take the bird to a rehabilitation center immediately to be evaluated.
Many may say to put the bird back in the nest, but it is best to have the bird evaluated before returning it to the nest.
When you are in doubt about what to do with the baby bird, call a state and federally licensed rehabilitation center.
Be delicate with the bird. It will be frightened and it might be injured, so handle with care.
Do not give food or water to the baby bird. If you do, it could hurt the bird more than help it.
Keep the bird in a warm and dark place. Put the bird in a box or small paper bag with a soft towel on the bottom and call for help.