They just discovered a fossilized one in China:
PITTSBURGH, Pennsylvania (CNN) -- A 5-inch-long creature that looked more like a mouse than a man may be the earliest known member of the mammal group that includes humans, according to U.S. and Chinese scientists who have studied fossilized remains of the animal.
The fossil, resembling a contemporary tree shrew, is believed to be 125 million years old. It was unearthed in China in 2000. Experts believe this early mammal, which weighed less than a pound, had long claws, lived in bushes and ate insects, much like modern, squirrel-like shrews. However, unlike its modern counterparts, the ancient animal had the additional task of dodging carnivorous dinosaurs.
Scientists say this is the earliest known placental mammal, the type dominant today. In placental mammals, babies grow and are nourished inside the mother's body through an organ known as the placenta.
Today, there are about 4,000 kinds of placental mammals, ranging from humans, to dogs, cats, whales and bats.
Dr. Qiang Ji of the Chinese Academy of Natural History and researchers from Pittsburgh's Carnegie Museum of Natural History describe the fossil in this week's edition of the British journal Nature.
The fossil find is important because scientists who study human evolution are interested in learning how such early ancestors developed and eventually turned into other species.
Two other mammal types still survive -- marsupials, such as wallabys, kangaroos and opossums, whose offspring develop in pouches, and monotremes, which lay eggs. Only three monotremes still exist -- the duck-billed platypus and two species of spiny anteaters.
Researchers named the animal found in China Eomaia scansoria. Eomaia is Greek for "ankle-biting," and scansoria is Latin for "jib-rat." They say the fossil is unusually well-preserved.