Sayyiduna Abdullah bin Amr bin al-As (may Allah be pleased with them both) says that the Messenger of Allah (peace and blessings be upon him) said: "Whoever kills a sparrow, or a bird even smaller than it, without right, Allah, the Lord of Might, will question him about killing it." It was asked: O Messenger of Allah! What is its right? He said: "That you slaughter it and eat it, and do not cut off its head and throw it away."
Imam al-Shafi'i (may Allah have mercy on him) says: The Messenger of Allah (peace and blessings be upon him) forbade al-masburah (an animal tied up and made a target until it dies).
Hadith Referenceالسنن الكبرى للبيهقي / كتاب السير / 18128