Looks like a Tussock moth caterpillar. Not sure exact species.

What's your location? Makes a big difference, in some instances. Oops, I see that you are in the UK. You good people have more of the tent making caterpillars than we do! I'm in agreement with Larry that it resembles some of the tent caterpillars that we have in the states. This post was edited by rhizo_1 on Fri, Aug 29, 14 at 15:19

It's often helpful to know a general location so that insects can be indentified more easily. This caterpillar looks like an armyworm/cutworm to me; there are many, many species that belong within that group of larvae. It was probably looking for a place (in the ground) to pupate.

Apatelodes torrefacta I have a little beginner's book about identifying caterpillars that I can't find anywhere! But it shows the most common, most likely to be seen, caterpillars in the eastern U.S., as I recall. And I think it's by Peterson. If I were you, I'd get it, then, when you see a caterpillar that you can't ID, go to that book first. If you can't find your cat, find one in the books that has similar characteristics and look up caterpillars in that family. I guess I'll have to order another one of those helpful little books. The common name of your cat is spotted apatelodes. They come in white and yellow, I've seen both. Sherry