The King’s Captive (pdf, epub) by K. M. Shea

I can turn into a housecat.
It’s a fun magic, except in a world filled with vampires and werewolves, it doesn’t exactly make me a powerhouse. Instead, the supernatural community has classified me as an outcast, which means one thing: picking on me is open season all day, every day.
The local fae are the worst of all, and it’s during one of their regular “capture the cat-girl” sessions that I shift into my cat form and meet HIM for the first time.
Noctus is so powerful his magic radiates off him like a sun, and my fae captors can barely look in his general direction. And then my life gets even more terrifying when Noctus decides to take me with him. As a pet.
Why did he pick today to “adopt don’t shop” a cat?
It gets worse when I realize he’s an elf, a ruling race of supernaturals that was supposedly killed off centuries ago.