A litter box having apparatus for catching and returning litter being tracked from the litter box, and a method of assembling the litter box. The litter box includes a container for containing litter. An opening and a litter return window are formed in the container. Stair steps defining slots therebetween extend from the opening. A litter return slide is disposed beneath the slots and slopes downward towards the litter return window. As the animal traverses the stair steps, litter adhering to the paws of the animal is dislodged and falls through the slots to be caught by the litter return slide. The dislodged litter travels down the litter return slide and through the litter return window so as to return the dislodged litter to the litter container. Thus, the animal is prevented from tracking litter beyond the litter box, so that litter cleanup is reduced and sanitation is enhanced.