Had two dogs over the years that did that. The beagle was far more successful at it than the previous yeller lab female. One year at camp during doe season, the beagle was out back of the cabin, maybe 8" of snow? My gal looked out the window, wanted to know what the dog was doing. Second time the beagle did that, came up with a vole and heeded for the back door.
Told my gal not to let the dog in, because she'll turn the vole loose in the cabin and chase it around.