Ferrets should not be kept on hay. While it is true that hay is a natural material, it is not suitable for ferrets to sleep or burrow in. Hay can be dusty and can cause respiratory issues, and it is not absorbent enough to soak up urine, which can lead to skin irritation. Ferrets also have a tendency to chew on things, and hay can be harmful if ingested.
Instead, ferrets should be kept on a soft, absorbent material, such as fleece, towels, or old sheets. These materials are comfortable for ferrets to sleep and burrow in, and they are also easy to clean. Additionally, ferrets should have a litter box filled with a safe litter, such as recycled paper or pellet litter.