Footage shows the golden cocker spaniel lying next to his owner's coffin before resting its head on the ground.
In the same footage, people can be seen grieving among the coffins in the sports hall in the provincial town of Ascoli Piceno where the service was held.
Some sit on chairs next to their loved ones while one woman lies next to a coffin with her arm around it.
The dog's owner is believed to have been from the village of Accumoli, one of the worst hit areas affected by the earthquake.
The funeral was held for 35 victims, including an 18-month-old baby and a nine-year-old girl.
Italian President Sergio Mattarella and prime minister Matteo Renzi were among those who attended.
Magnitude 6.2 earthquake hits Italy - in pictures
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Bishop Giovanni D'Ercole advised people not "bewail" their suffering, but insisted people must not lose courage.
He said: "Don't be afraid to bewail your suffering, we have seen so much suffering. But I ask you not to lose your courage."
The 6.2 magnitude quake flattened three medieval towns in central Italy, destroying private homes as well as churches and other centuries-old cultural treasures.
At least 290 people, including three Britons, have been killed by the earthquake and its aftermath.
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