Harris Speirs, aged five, was inseparable from Bull Mastiff pup Casha after 'Santa' gave him the dog for Christmas.
But Casha, now aged 11 months, vanished on August 6, and the family fear dognappers may be to blame.
Mum-of-three Mary Speirs, 35, says Harris cannot understand what has happened and thinks Santa has taken Casha back to the North Pole as a punishment for being naughty.
Mary said: "Our youngest son, Harris, is only five and he asked 'Is it because I was bad? 'Has Santa came and took him away?', because Santa brought her at Christmas.
"He doesn't understand and I don't know what to tell him.
"It happened seven weeks ago, we stay just outside Dalrymple, East Ayrshire, on a farm.
"She was bought for the kids, she and Harris were never separated.
"He's absolutely heartbroken.
"Casha's only 11 months old, so she's still a puppy."
Her other children, Sophie, 14, and Jake, 12, also doted on the pooch.
The farming family also have another dog, Biscuit, a terrier, who appeared to be limping after Casha went missing - prompting fears she might have been harmed in a struggle.
Mary said: "We've always wanted a big dog and because we stay on a farm we wanted a big dog for the house.
"She's like a big baby and it's horrific that we've lost her."
After Casha disappeared last month, a massive search party was launched to try to find her.
Mary said: "They were all out looking with neighbours searching everywhere round the village, in farms and everywhere round and about.
"But there's not even been on sighting of her.
"We've even been searching ditches and things like that.
"That's the point it's gotten to now, looking in local woods.
"We've had friends coming up to help with their dogs but there's not been one single trace of her.
"I thought my partner had taken her down the beach but she wasn't there."
Police were told of the disappearance but no crime report was lodged.
Mary said: "We tried reporting it to the police but they couldn't even make a crime report because everything was all circumstantial they said.
"There was no evidence, no witnesses, nothing.
"It could be anything.
"She's the biggest cuddliest puppy in the whole world, she would have barked at people or a car coming in, but we don't know what's happened.
"If someone has taken her please bring her home."