It's pretty obvious that Madoka, indeed, is not talking about a cat at all.

You know what else makes it even more obvious? The fact she just goes completely dead silent for a moment after his question. It's not even a question you have to think about when you're answering honestly, so she's being pretty obvious over here.. Not that Madoka herself seems to realise that though, since after those moments of awkward silence she answers, as if it's totally normal and believable--

"Yes! He's.. my pet! Just a normal housecat!"

Someone here is completely incapable of lying.