Now it looks like there could be a scientific reason for it.
Researchers in the US have been looking at the dog genome - that's the code which describes how man's best friend is put together.
They compared their findings with the human genome - and discovered that 75% of our genes have doggy equivalents.
There were some differences, though - like dogs having a much more developed sense of smell.
The discovery is set to help scientists identify the causes of diseases in dogs and humans too.
That's because similar versions of the illnesses we suffer are often found in dogs.
Behaviour
The findings could also help get rid of problems common in certain types of dog. Dalmatians, for example, often go deaf.
They could also explain the behaviour of certain breeds - like those border collies who enjoy rounding up sheep.
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