Well, some states allow you to keep squirrels. Some do but have limits while others do not allow the keeping of squirrels completely. It is important to know what your state’s legislation on squirrels is. States like Colorado, Arizona, California among others do not allow exotic squirrels as pets. That means you may get into trouble with reinforcement agencies if you keep these little animals as pets. There are more that do not allow the keeping of squirrels as pets.