The Olympic gold medalist paid tribute to “best pal”, who would have turned 15 this May.
“My Best Pal Macy, who would have been 15 years old on May 23rd has passed away,” she wrote on Instagram.
“I can’t even begin to explain how Mandy & I are feeling.
“Macy was such a sweetheart, always there to meet you with a wagging tail, lick or a nibble.
“She was my rock, my go-to when I needed to talk.
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“She lived to give love and to be loved. She has given us the best 14.5 yrs of our lives.
“To some people, she was just a dog, but to us, she was our best friend and companion. She was absolutely everything to us, and we were absolutely everything to her.
“She's been through it all with us, and we have been through it all with her.
“Our hearts are truly broken,” she added.
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Many followers have shared their condolences to the couple in the comments.
“Dog angels take your heart with them – Macy will bark for you both forever,” one Instagram user wrote.
Another said: “I’m so sorry Kelly. What a unique and wonderful dog. She had it good with you guys. And landed on her paws. Rest easy.”
“We are so incredibly sorry to hear about the loss of your dear sweet Macy,” another Instagram follower added.
“We know only too well how much she meant to you both. Losing a beloved pet is just like losing a beloved family member.
“We are all thinking of you and sending lots of hugs your way. Give yourself time to grieve and remember how special she was. Sleep well sweet Macy,” they said.
Kellie Harrington also explained her decision to pay tribute to her “best pal” on Instagram.
“Why do I feel the need to come on here and say all this, well I guess I just want to remind you all of how much a sweet little girl she was, and that all animals deserve so much love and affection,” she said.