SARS-CoV-2 emerged from animals and is now easily transmitted between people. Sporadic detection of natural cases in animals alongside successful experimental infections of pets, such as cats, ferrets and dogs, raises questions about the susceptibility of animals under natural conditions of pet ownership. Here, we report a large-scale study to assess SARS-CoV-2 infection in 919 companion animals living in northern Italy, sampled at a time of frequent human infection. No animals tested PCR positive. However, 3.3% of dogs and 5.8% of cats had measurable SARS-CoV-2 neutralizing antibody titers, with dogs from COVID-19 positive households being significantly more likely to test positive than those from COVID-19 negative households. Understanding risk factors associated with this and their potential to infect other species requires urgent investigation.