The 33-year-old brought his pet inside, but didn't notice a hole in Neo's front near his ribs until the next morning.
"He didn't seem too distressed and wasn't bleeding so I didn't see it, but the next morning he was vomiting. I took him to the vet straight away."
Mcnicholl was told by the vet a bullet had gone through Neo's kidneys and intestines, then lodged itself in his bowel.
He said they assumed it was an air rifle bullet due to its small size.
"He was in theatre for about six hours, and it was touch and go. We had to be prepared to say goodbye."
When Mcnicholl arrived to pick him up the next morning, Neo had just passed away. "I just sat and stroked him, pretty heartbroken. I had to have a spew in the toilet, I was just so shocked."
Mcnicholl said his 9-year-old daughter couldn't comprehend how someone could shoot her "big puppy".
He added it was pretty devastating to be left with a $2000 vet bill and no family pet.
He's convinced the shooting wasn't an accident. "It's definitely on purpose, but I don't know if they shot to kill. The depth of the bullet shows they were close range though, so I wouldn't be surprised."
Mcnicholl said his family wished they knew why Neo was killed.
He said they had lived in their neighbourhood for six months and never received any complaints about Neo.
"He's good natured - an intimidating dog as he's big, but not a bad dog."
Mcnicholl noted he didn't know anyone in his neighbourhood with an air gun.
"I almost want to start some sort of case to get rid of air guns in suburban areas. It makes me nervous with young kids playing, especially as he was most likely shot on the street.
"It could have missed and gone through a window, or it could have been me."
A police spokeswoman confirmed the incident was reported to them on February 8, when they received a report of a gunshot-like noise.
"There were no sightings of anyone with a firearm in the area and it's unclear where the sound came from. Anyone with information about this incident is encouraged to contact police."
She added owners who had concerns about the safety of their pets were advised to make sure their property was secure, especially if their animals spent a lot of time outdoors.
A Givealittle page has been set up for the Mcnicholl family to raise funds to help cover Neo's vet bills following the shooting.