Wild Mammals Protection Act 1996

This Act makes it an offence to use a variety of methods to intentionally cause suffering to a wild mammal. It also has exemptions,
related to euthanasia:

Wild Mammals Protection Act, 1996, Section 2, Exceptions from offence under the Act:

2. A person shall not be guilty of an offence under this Act by reason of -

(a) the attempted killing of any such wild mammal as an act of mercy if he shows that the mammal had been so seriously disabled
  otherwise than by his unlawful act that there was no reasonable chance of its recovering;