Question

which sentence is correct? he said, \my cat wrinkles her nose when she yawns.\ he said, \my cat wrinkles her nose when she yawns.\

Explanation:

In direct speech, the first word inside the quotation marks should be capitalized if it starts a new sentence - like a proper noun or the start of a statement. Here, "My" (not "my") should be capitalized as it begins the quoted sentence. So the second sentence is correct.

Answer:

He said, "My cat wrinkles her nose when she yawns."