In this study, we aimed to identify possible significant differences in the socioemotional development of children who live with dogs in their daily lives, compared with children who do not have this type of contact, and to determine the extent to which these differences are associated with sex. We studied a sample of 120 children (53.3% girls) aged between three and five years old comprising two intact groups (dog and non-dog) from two public (state) schools and one private school. These two groups were balanced in terms of sample size (n = 60 each group) and participant age. The data were collected using the personal-social domain of the Battelle Developmental Inventory, which assesses adult interaction, expression of feelings and affections, self-image, peer interaction, cooperation, and social role. A factorial multivariate analysis of variance test was conducted to identify any differences in the children's socioemotional development based on sex or their contact with dogs. We found that contact with dogs had a significant association with socialization in both boys and girls and that the differences between the two groups (dog and non-dog) were of a large magnitude. In fact, the group that had contact with dogs obtained significantly higher average scores in all subdomains corresponding to the personal-social domain of the Battelle Developmental Inventory, as expected. Our results show that contact with dogs at home during early childhood is related to more advanced social development in both boys and girls, which is consistent with the findings of other studies. However, more research is needed to clarify which other factors (e.g., individual or family-related or socioeconomic) may be involved in the benefits of having a dog during childhood.