This short story from the collection Wild Child was originally published in the New Yorker.
When Gerald Loomis loses his wife, friends and neighbors try to rally him with food and suggestions for pets to keep him company. But Gerald has already picked a pet, a Burmese Python he's named Siddhartha. During a cold snap, Gerald ventures out to the pet store to pick up a rat to feed Siddhartha but finds he can't follow through with letting the rat die.