If your calorie intake remains constant and you add exercise, even one which consumes 300 cal/hr you will lose weight. IRC 1lb of fat is the equivalent of 3,500 calories i.e. 12 hrs of 300 cal/hr exercise will see you lose 1lb – 2 hrs with the dog 6 times a week should do it!
A Big Mac and fries is about 700 calories, or a couple of walks. I say: cut out the burger and let the dog get fat.
IMO high intensity stuff tends to work better for me when I need to lose weight (w/ sensible calorie intake reduction) than the received wisdom of the low impact ‘fat burning zone’type exercise.