I don't remember the whole episode in detail, but Grissom spent alot of time at a vet's office, so there's a good chance a cat was involved. In fact I vaguely remember a cat being mentioned.
ETA: Yes, there was a cat as evidence in "Jackpot". I quote from tv.com:
"The vet also tells Grissom that the hair found in the car is from a cat, a tri-colored Abyssinian; he has one "patient" that fits that description, owned by Leland Brooks...[Grissom] sees the cat, and as he approaches the house to look at the cat, he hears raised voices, then a gun shot comes through the window, just missing Grissom."