What size mouse was it? Maybe the mouse wasn't warm enough. If it was really small it will cool off quickly. I generally put them in a ziploc bag in a warm container and put something on it to weigh it down. After its thawed I fill it again and leave it sit for about 5-10 minutes in the warm water making sure it's really warm. You can also just put your hand against the bag to make sure its warm to the touch. Dangle it in front about 2-4 inches away from his face. You could also try just feeding in the enclosure as well, maybe because you moved him it stressed him out a bit.
PS: it's not a fail, it's just a patience game.
Thanks