Ermines or ferrets were kept as pets - there are period depictions of fine ladies with same, but it's unclear exactly which is being represented.
Here's a write-up of a weasel from research I did - note that a ferret is NOT a weasel, any more than a cat is a lynx - but they are closely related.
Weasels (aka Stoat, Ermine)
With long, slinky bodies, short legs and pointy heads, Stoats, or Ermines in their winter coat, can look like furred snakes, but are about the size and shape of a very thin, short-legged cat. In Mythic Europe, many urban scholars debate whether there is a difference between the stoat, which is brown in summer, and the ermine, which is white in winter, but many trappers and farmfolk know they are the same creature whose fur changes with the coming of snow. Pliny the Elder mentions it in passing, noting it for its fur, a symbol of nobility, though he also refers to the animal itself as a large sort of wild rat, most likely because of their flattened ears, rat-like tails and beady, red-reflecting eyes. In fact, the weasel is more like a large ferret or small otter, and they occasionally are kept as pets by the nobility, who view their white winter fur as a symbol of purity. They are inquisitive, and playful among themselves, but have a reputation as ruthless killers.
In combat, they are ferocious for their relatively small size, and are famous for being able to "freeze" a rabbit with a stare, in the way a snake can with a bird. Stoats are carnivorous, preying mainly on rodents, and prefer the twilight hours of dusk and dawn for hunting. They occasionally will refuse to back down when challenged by much larger creatures, even bears. It is common knowledge in Mythic Europe that they sometimes attack sleeping humans, prefer to hunt in large packs, and can even take down a man if he's careless. The sight of a score of writhing, voracious stoats carpeting the forest floor has sent more than one woodsman running for his life, and to tell the tale at the local tavern.