Use a shoe, paper towel, or other hard object to crush it quickly
Spray it with a household insecticide labeled for roaches
Trap it under a cup or jar, slide paper underneath, and dispose of it
Vacuum it up with a vacuum cleaner and empty the contents immediately
Use a roach bait gel or bait station to kill it and others nearby
Apply a boric acid or diatomaceous earth treatment in cracks and hiding spots
Seal entry points and remove food and water sources to prevent more roaches