The deaths of William and Jill Willis, both 58, came only two days after the Royal Society for the Prevention of Accidents (RoSPA) warned people not to venture on to frozen water.
The tragedy also followed the Boxing Day death of Tony Rees, 52, who crashed through a frozen pond in Merthyr Tydfil, South Wales, trying to save a spaniel.
The latest accident happened at Belhus Wood Country Park, Aveley, near Grays, Essex, where the temperature was below freezing yesterday. An Essex police spokesman said it appeared the dog went on to the lake, fell through the inch-thick ice and became trapped.
"The man, in attempting to rescue the dog, also fell into the lake. The woman attempted to rescue him and also fell in. Two passers-by tried to rescue them, but did not succeed." Emergency workers fought to save the couple, who came from Upminster, in Essex.
Mrs Willis, a law firm clerk, was taken from the water after 45 minutes by firefighters. Electric shocks were used to re-start her heart and she was flown by air ambulance to the Royal London Hospital, in east London, but died shortly afterwards.
Her husband, a painter and decorator, was trapped in the 12-foot deep lake for more than two hours and was declared dead at the scene after his body was retrieved.
They had two sons, Steven, 32, and Richard, 30. Steven said yesterday: "They were a loving couple who had 30-odd years of marriage together, and at least they are together now. That's the only comfort we can take from it."
The black Labrador dog, Tara, which the couple had owned for about a year, escaped from the lake by itself and was being cared for yesterday in kennels.
The middle-aged married couple who tried to help Mr and Mrs Willis were taken to Oldchurch Hospital in Romford suffering from the effects of the cold.
Yet within minutes of Mr Willis's body being found, two children had followed their pet spaniel on to the ice at Belhus Park. Their father called them to safety when informed of the incident.
"It never occurred to me that they were in danger on the ice, it looks so thick," he said.
A RoSPA spokesman said that more than half of ice-related drownings involved an attempted rescue of another person or of a dog.
"People should not even test the thickness of the ice with their toes, let alone venture out on to the ice," he said.
"The chances of anyone surviving when immersed in very cold water are extremely slim."