Why am i still so sad ?:(?

A couple of months ago I found a baby mouse. It's eyes wear open and it was active. It was so tiny and was heading straight torwards my fathers room and he has a dog and he would have tortured him then ate him. So I grabbed him and kept him safe. I fed him evaporated milk and he loved to curl up in my hair and close to me and sleep. He was so adorable and I grew very close to him. I love animals. So a couple of weeks went by then he started moving slowly and sleeping all the time then one day he started coughing and weezing. He sounded like he was in so much pain so I let my dad put him out of his misery. It broke my heart :*(. I cried for weeks. And still to this day I cry everytime I think about it. I feel like I didn't do enough and it was my fault he died. Or maybe if I just left him there his mom would have found him :(. It literally leaves me depressed for hours. I tried getting a mouse or gerbal but it just wasn't the same:(. I just don't know how to over come this saddness. I know it seems so silly but I was really attached. I guess it was my nurturing side:(.