A pet leash with a removably attached disposable plastic bag for picking up dog waste and holding the dog waste during a walk. The plastic bag can be removably contained within a pouch that is removably attached to the leash. During a walk, when needing to retrieve pet waste, the bag can be opened and the user insert his hand from the bottom of the bag and the bag is partially or completely turned inside-out for retrieving the pet waste. With the hand in the bag it is possible to reach down and pick up the dog waste by grasping the pet waste through the material of the bag. After all the waste is grasped, the user pulls his hand back through the bag to return the bag back to its original orientation with the pet waste within the bag. The bag can then be closed and later removed from the leash to dispose of the bag with the pet waste therein.