Sure, there are dogs in vanilla Skyrim. But they're all flesh and bone, which will let you down eventually. The Dwemer Dog Follower mod adds a new type of dog made of unyielding metal and gears.
Yes, he will feel cold and empty when you try to pet him. And yes, an unliving thing can never feel love. But your Dwemer dog K9-Centurion will follow you and protect you just as loyally as the other dogs of Skyrim.
The mod, created by Verkister, puts the dog in Mzinchaleft, or you can obtain it through console commands.
You can download it
here and check it out.