PETERBOROUGH, Ont. -- Jeff Waldon isn't sure how to tell his daughters that their chocolate Labrador retriever was shot and killed over the weekend.

For now he's only told his three young daughters that their dog is going to heaven and never coming back.

"It's really set in today, a real mix of how upset you are with losing one of your family members and then the anger that you're starting to feel with what's just happened," Waldon said.

He said his three-year-old chocolate Labrador retriever, Jake, was out with the family as they chopped wood and played on their sprawling property near Peterborough, Ont., on Saturday.

Sometime around noon, Waldon said, Jake went missing. The Waldons went to Facebook to help spread the word.

On Sunday night, family friends found the dog in a ditch at the side of the road several kilometres from their home, without its red collar.

The dog had a bullet in the back of its head, Waldon said as he choked up, shot "point blank -- more or less an execution."

Ontario's provincial police are investigating.

To help with the case, Waldon said he underwent the gruesome task of removing the bullet from the dog's head.

"It wasn't a nice thing to do," he said.

He also said he called neighbours on Sunday and one said they heard a gunshot around noon on Saturday. But he has no idea who may have killed his dog, only "theories."

Police wouldn't get into specifics about the case, but are asking for help from the public with their investigation, said Const. Jason Folz.

Waldon said he will bury the dog on his property Monday night so the family can say a proper goodbye.