Looking for the name of a SF short story about a hunter who has been hired to kill the last of what is thought to be a "pest species" but he has begun to think it is sentient (it is).
This could be "Death of a Hunter" by Michael Shaara (although the question is terse enough that other stories might qualify).
In this story, humans are exploring and exploiting a world called Morgan. There is a roughly humanoid species native to the planet, referred to as "Morgans". The species is dangerous to the human colonists, killing them whenever possible.
Similar to the Little Fuzzy books, there are extreme economic incentives for the Morgans to be declared non-intelligent, and the body which decides such things has indeed found them to be so. A breeding colony of the Morgans is to be preserved for the future; at first in a sealed enclosure, perhaps later to be released on a part of the planet undesirable to the humans.
The remaining wild Morgans are being hunted down and killed by professional hunters. The story's plot concerns the last wild band and the hunter that tracks and kills them. He personally believes the Morgans to be intelligent, but reconciles himself with the thought that a breeding population is to be preserved.
The incident related in @Mithrandir's comment is similar but not exactly like the killing of the last two wild individuals.
At approximately the same time that this hunter kills the last wild band, while out of contact in the wilderness, back in the settlement a mistake is made in the enclosure that results in the death of the breeding population. When the hunter finds out that he has exterminated the species, he sets out for revenge on the colony management that brought him in to do the job, murders some of them, and is eventually hunted down in the wilderness and killed himself.