All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger. We ask Allaah to exalt his mention as well as that of his family and all his companions.
If the mouse fell in the oil while it was already dead, or that it was taken out of it dead, and the oil was liquid, then the oil must be discarded as the Prophet said when he was asked about a mouse which fell in cooking ghee: "If it is liquid then throw it away, and if it is solid, then throw the portion around it (i.e. the mouse)." [Abu Daawood and An-Nasaa'ee]
This is the view of the majority of the scholars however, Ibn Taymiyyah is of the view that liquid oil or any other liquids do not become impure unless they are changed (colour, smell, taste); this is also the view of the Hanafi school, and one of the two opinions of Imaam Ahmad.
Allaah Knows best.