"He was calling him and so he started looking for him and found him by our front gate."
The woman told the Herald she was out with her mother when her husband called to tell her what had happened.
"I didn't believe him at first. [Then] I just pretty much broke down. I was really, really sad. Now I'm at the point where I'm just really, really angry."
The distraught couple weren't sure how Max died until they took his body to the vet for an autopsy on Saturday morning and the vet found a bullet in his chest.
They were unsure what kind of gun was used to kill Max but the vet ruled out a BB gun and told them it would have been something high powered, the woman said.
"It had to be something like an air pistol."
The woman told the Herald she and her husband had no idea why someone would want to kill their friendly, playful pet who had been a part of their family since he was five weeks old and loved to "give kisses".
"We just can't comprehend how someone could do something like that to a dog that's sitting behind a fence not doing anything.
"He did have quite a good bark on him but all he does is just want to play. He just loves doing stuff with people. If someone came up to the fence he'd just be like 'ooh yay, a pat' because often people would walk past and pat him or something.
"We're just very lost. We don't understand why someone would want to hurt him. We don't have any issues, personal grievances, ourselves with anybody. No one ever complained about him."
She said Max's death had put the community on edge and she was now afraid to be in her own home because she is six months pregnant.
"Our neighbours next door told us they want to move. Our street is usually full of dogs but tonight you couldn't hear one. Their dogs have been locked inside."
The woman said she had reported the shooting to the police and the couple were waiting to get a full autopsy report on Monday.