Peanut butter is generally considered to be the best bait for catching a rat. Despite a pest control myth to the contrary, cheese is not the best bait for rodents. In fact, most rodents, including rats, do not like cheese.
Baiting rat traps with peanut butter is a good way to catch a rat. One just positions a pea-size glob of peanut butter on the rat trap and waits for the rat to bite. Positioning several rat traps in areas where rats have been spotted or rat droppings have been noticed is a good strategy. It can take several days of baiting and re-baiting traps to catch a rat.