The development of a therapeutic alliance represents one of the most important processes that occurs in psychological therapy and is one of the strongest predictors of treatment outcome. To ensure the effective delivery of psychological interventions, it is important to explore factors which may improve the therapeutic alliance. There are well-documented effects of human–animal interactions in social settings, and researchers have also considered the effect of dog presence on the therapeutic alliance. A systematic review was conducted in accordance with the preferred reporting items for systematic reviews and meta-analyses (PRISMA) checklist. Database searches included CINAHL, Cochrane, Embase, MEDLINE, PsycINFO, and Scopus. The inclusion criteria were studies that assessed the effect of dog presence on the therapeutic alliance and provided a quantitative outcome measure. Six studies met the inclusion criteria and were included in the systematic review. Three of the included studies observed no significant effect of dog presence on the therapeutic alliance; three studies did observe a positive effect, with effect sizes ranging from d = 0.10 to d = 0.58. All six studies took place in either research or clinical settings. Studies differed in terms of help-seeking versus non-help-seeking populations, where help-seeking populations were genuinely pursuing a psychological intervention. Heterogeneity was observed regarding study procedure and outcome measures used. Current data is limited, and initial evidence suggests that the effect of dog presence on the therapeutic alliance remains unclear, illustrated by inconsistent outcomes across the included studies. Further research is warranted before introducing dogs into therapeutic settings for this purpose.