Yup, I'm usually pretty sad no matter what it is. Mostly tho- I hate that their guts are just strewn about the road (not that getting hit is pretty, but it makes me sadder when they're just torn apart ).
I don't like some creatures, but always feel bad at killing them. The only thing I'll kill when I'm threatened are bees (allergic), mosquitos (very bad reactions), and spiders (Arachnaphobia ruined me). The rest I'll capture and release to nature.

On a side note, my golden retriever is a murder machine. He kills any small animal that enters our property. We've had to dispose of countless squirrels and bunnies. I can't stop him (no matter how hard I try) from doing what comes naturally, but it pains me to see him do that.