Give it time, but not too much time! by: Anonymous
If you haven't had it captured for too long, it may be getting used to it's surroundings. Imagine if someone kidnapped you, even though they may have had good intentions, you would be "out of your element" for a while and wouldnt't feel up to eating much, too.
If it doesn't eat after a day or two, I'd let it go and catch another one. Perhaps it is just a fussy eater and the next one will be more domesticated.