The long-haired Pekinese fell through the ice in Greenhill Gardens and was rescued by crew members who entered the freezing water wearing dry suits.
The incident prompted the brigade to issue a warning to people to stay away from frozen lakes or pond as the country is engulfed in freezing temperatures.
Assistant Commissioner Richard Mills: "Please, for your own safety, stay off of any frozen pond, lake or canal as there is a high risk it wont take your weight and when it's cold, hypothermia sets in rapidly and can prove fatal.
"If your dog or any other animal ends up on the ice, stay put and call 999 so firefighters can rescue it, rather than taking risks yourself."
Stunning photos show London transformed into a snowy winter wonderland
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Elsewhere, a young boy had a lucky escape when he was rescued from a frozen lake.
Firefighters rescued the youngster, who tried to run to the middle of a frozen lake and got trapped when the ice broke up at Laindon near Basildon, Essex on Wednesday afternoon
He was said to have been cold but otherwise unhurt.
Forecasters predict the snow and freezing temperatures will continue, prompting the Met Office to extend some of its weather warnings.