Baby Killdeer, like baby ducks, geese, and other fowl, are what we call “precocial chicks.” These chicks hatch out of the egg covered with thick down, open their eyes quickly, and are perfectly capable of walking. Within minutes of hatching, they imprint on their parents and follow them tenaciously. Both parents show them food items, which they pick up and eat. The family unit stays together for several weeks.
Killdeer chicks grow rapidly, requiring huge amounts of food, but the chick you found has probably already imprinted on its parents and needs to be with them in order to recognize food and to eat.
The best thing to do is to bring the chick back and search for the adults. If you get anywhere near the rest of the family, one of the parents may give a broken-wing display, acting as if it’s injured. You should set the chick down and leave as quickly as possible. It’s sad to leave these adorable balls of fluff, but it’s much sadder, for the bird as well as for you and/or your children, when it starves to death in your care.
If you don’t know where a Killdeer chick was picked up, but do know where another Killdeer family is, with chicks close in size to the one you’re dealing with, release it with that family. This also works in the case of ducklings and goslings.
For more information about helping baby ducks, geese, Killdeer, and other precocial chicks, try the Wildlife Rehabilitation Information Directory.