This action, which was initiated as a 28 U.S.C. § 2241 petition, became a petition for review by operation of law. See Rosales v. Bureau of Immigration and Customs Enforcement, 426 F.3d 733, 736 (5th Cir. 2005), cert. denied, — U.S.-, 126 S.Ct. 1055, 163 L.Ed.2d 882 (2006).

Ethiopian citizen Elias Mengesha petitions for review of the denial of his application for asylum and withholding of removal. He also contends that he is eligible for relief under the Convention Against Torture (CAT).

Mengesha contends that the Immigration Judge (IJ) erred as a matter of law by failing to address the extent and severity of his past persecution in Ethiopia. He also argues for relief under the CAT, contending that the IJ erred by neglecting to make a finding on whether a particularized threat of torture existed should he be removed to Ethiopia.

Mengesha’s treatment by the previous Ethiopian regime, though deplorable, did not rise to the level of persecution that allows for a grant of asylum without taking into account the likelihood of future persecution. See Rivera-Cruz v. INS, 948 F.2d 962, 969 (5th Cir. 1991). The IJ’s decision regarding asylum and withholding of removal otherwise was supported by sub *292 stantial evidence. See Faddoul v. INS, 37 F.3d 185, 188 (5th Cir. 1994).

Mengesha did not contend in his administrative proceedings that he was entitled to relief under CAT. Because Mengesha has failed to exhaust that claim, we lack jurisdiction to address it. See Wang v. Ashcroft, 260 F.3d 448, 452-53 (5th Cir. 2001).

PETITION DENIED.