Maine Coons are known to play this game, but they do it for different reasons than a dog. A dog wants to play and interact with its guardian. A cat wants to imagine the ball (or mouse, in this case) is alive ... so it can kill it.
To teach a kitten or cat to fetch, have a handful of treats and a favorite toy that can be retrieved. Throw the toy, and your cat will go to play with it, probably bouncing on it but not returning it. Pick up the toy and go back to where you first threw it. Wiggle it and call your cat.
When the cat comes, give a treat.
Repeat until the cat understands that retrieving the toy earns a treat.
Voila!
Your cat plays fetch.