When we bought home our first yorkie(2 yrs ago) we weren't sure how the big dog ( 11yo-35lb) would react so we blocked off the dining room to keep Ziva in. She spent way longer in there than we expected, altho the big dog did mostly ignore her. We all had to get used to such a small puppy.
We just got another puppy and invested in an expen to keep her "safe". Tonite Abby was getting the big dog to chase her
and ran to her expen for safety!