"We are gutted and I have two absolutely devastated kids."
However, a police spokeswoman told the Herald there were no witnesses at the time the dog collapsed, nor did anyone hear anything.
An x-ray of the dog, which was retrieving a stick at the time, also showed no signs of a projectile.
"Police have today spoken to the vet - the owner of the dog did not want a post-mortem examination to be carried out and the dog has since been farewelled," the police spokeswoman said.
"The vet has advised police that is quite possible the dog died of natural causes and any abrasion the dog had could be attributed to it injuring itself when it collapsed."
The shooting sparked police to search for a potential shooter, but no one was found.