Tucker has very sensitive feet and when its really cold outside he wont move and will whine terrible and this after being outside for just a few minutes. I would have to pick him up, warm his feet with my hands just so he could go to the bathroom. This summer we took him for a walk at our local park and just after a few minutes his paws were raw, I had to treat him with antibiotic cream for almost a week before they healed. Anyways, I bought him some cheap, 10.00 little booties that have a hard leather patch on the bottom that velcro tight around his little legs and he wears them and they work perfect.. he does kick them off as long as I take him out immediatly after putting them on, he doesnt mind wearing them outside but as soon as I bring him in, he does the funny shoe dance and tries to take them off..
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My toy poodle who is almost 6 pounds smaller than Tucker has no problems what so ever being outside. So I guess it just varies from dog to dog..