That question has been haunting her owner Darlene Becker for almost two months now.
"Devastated," is how Becker describes as she feels. "It's like my husband says the pain they have put is through is unbearable."
The folks who live a few doors down say their next door neighbor had Chloe.
They told us the same thing.
But when Becker got a Brazoria County sheriffs deputy to knock on the door it became clear that neighbor didn't have the dog.
Then Becker began getting strange phone calls and text messages.
"She says she's happy here you have no proof she's yours I'm going to breed her with my male" said Becker as she read from one of the texts.
"Send me a picture of her so I'll know she's OK," Becker texted back. "She's fine I'm keeping her then I said how much will it cost to get my dog back."
Becker's son texted the number and offered $2,000 for the dog's safe return.
"You destroyed my mom's heart with them [sic] text messages I will do anything to get my mom's dog back," Becker said. "They said that's fine just know everyone I got here with me got guns in case you got something goofy going on BLOOD."
We called the number, too.
The woman who answered said she didn't have the dog and she didn't care if Becker got Chloe back or not.
But that woman did give us the name and number of the person who she says has the dog.
We passed that information along to an investigator with the Brazoria County Sheriffs Department who's now looking into the threats.