Yes, I do have small rodents (mice, shrews, etc) that get into my compost pile. The wire grid is small enough that larger animals including squirrels can't get into it. As tox noted, I know when this is happening, because the edible stuff in the pile is dragged out and strewn around a bit and lots is still left behind. I don't worry about it, because I still get plenty of compost, so I figure I can afford to share. Also as tox noted, your pile could just be shrinking. I have a 3x3x3' cube and I have trouble keeping it full. Every time I fill it up with stuff, I come back a few days later and it is no more than 2/3 full. That is the stuff compacting and breaking down.
I'll try to get a picture sometime, but it doesn't look like much. The wire bin doesn't show up very well in photos, so it just looks like a pile of leaves.