Using iMac Bluetooth keyboard and mouse with MBP
So it's not possible to have the same mouse work on both your iMac and your MacBookPro simultaneously, but you can boot your iMac in target display mode. It becomes a monitor for your MBP therefore allowing you to use your mouse on both connected screens.

Additionally, it sounds like you are having trouble connecting your mouse to your MBP. Make sure your iMac is off, or your mouse is disconnected from the iMac, before trying to connect your mouse to your MBP.