For some dogs with a thicker coat, this panting can actually be normal. Dogs such as this are actually built more for cold weather and may be having trouble getting the heat out that is needed. It is important to note, however, that you should make sure that your pet never gets overheated due to exposure to higher temperatures or through prolonged periods of exercise. Shih tzus, for example, are very prone to overheating, which can lead to heat stroke and a list of other health problems. While exercising your pet and giving him or her time outdoors is important, never push your dog too hard with exercise, limit time outdoors during the hottest days, and always make sure your pet has plenty of access to cold, fresh water.