The purpose of this study is to examine the link between multiple roles and depression and to attempt to provide a clearer answer to the question of what effect, if any, the role of dog ownership plays. Role strain and role enhancement theories are drawn upon to study this relationship. Ordinary least squares regression is used to examine a national sample of 201 adults in the United States. Findings revealed sex and marital status differences in the relationship between dog ownership and well-being, with women and single adults more likely to benefit from dog ownership. The findings presented here suggest that inattention to variations in marital status and sex may have been one factor in the inconsistency in the literature on pets and well-being.