Throughout the game, the player is accompanied by a nameless dog that laughs at the player if no duck is hit, and congratulates the player if a duck is hit. Since then, the nameless dog has passed into video gaming folklore. According to urban legend, the dog can be shot, but this is not possible in the console version of the game.

The feat of shooting the dog is possible in a bonus round of the game's arcade version, Vs. Duck Hunt. The dog can be shot only in the bonus round, and only after the final duck has flown from the screen or been hit. This is quite difficult, as the window of opportunity timewise is quite narrow. However, if the player succeeds, the shot turns the dog's face black with powder. The dog's carefree expression then immediately turns to one of rage. After briefly exiting the screen, the dog returns to the foreground, hobbling on cructches, and chides the player by saying, "Ouch, shoot the ducks, not me!" However, players will get no bonus points if they are able to hit the dog.

Also, there have been several unofficial remakes in which the player is able to shoot the dog. The nameless dog makes a cameo appearance in the NES game Barker Bill's Trick Shooting (another Zapper game) and he can be shot.