She checked with neighbours the next day to see if any of them had seen it, and that was when she first heard that a dog had been shot.
She visited the farmer, who confirmed he had shot Jess.
"I asked why he shot Jess and if Jess had been worrying the sheep. He told me he had not seen her worrying the sheep, but said, 'You never know when they might."'
Mrs Chamberlain said she knew the dog should not have been out of the property, but because Jess was so friendly it would have come if the farmer had attempted to call out to it instead of shooting first.
"She went to anyone. Had he done that he could have tied her up and called the dog control officer."
Grey District Council dog control officer Murray Malloch delivered the dead pet home.
"He told me Jess should not have been out and that we were lucky none of the sheep had been hurt or we would have been prosecuted.
"If sheep had been hurt or even killed we would have accepted that Jess be shot," Mrs Chamberlain said.
Sheep graze in a paddock next door to their house and the dog had never bothered them.
"We have pet goats, Jess never touched them either. Everyone who knew Jess knew she was a big gentle girl who never hurt a thing in her life."
To make matters worse, the dog was shot four times, including once in the back leg to disable it, with the final shot to the side of the neck.
"If that's what farmers are allowed to do it should be much more humane. My daughter is a vet and she told us that Jess would have been screaming in pain and would have survived the leg shot."
Attempts by the Greymouth Star to talk to the farmer were unsuccessful.
Grey District Council environmental services manager Ian Davidson-Watts said today the incident was unfortunate, but highlighted the importance of dog owners keeping their pets under control.
"We sympathise with the owners of the dog, and if they feel they have a case they can take civil action against the farmer."
Under the Dog Control Act, dogs running at large, among stock, could be seized or shot, he said.