Years ago, my English setter mix, McBeal, and I were on a lovely walk when she caught sight of a squirrel. Now, McBeal was never a friend of wildlife (she hated hot air balloons, too). She bolted up a wooded hill and out of my sight. I didn't have a good grip on the leash, which in retrospect was a good thing. She pulled so hard I might have dislocated my shoulder. Regardless, I found her off the trail within a couple of minutes. Two hours later, lost, and bewildered (at least I was), we found the trailhead and motored back home. Moral of the story: Don't walk your dog where wildlife abounds.
Consider a dog park; they're good places to walk your dog. Many are fenced in, which keeps unwanted critters out.