Why Does My Dog Shake And Whimper When Sleeping. When your dog is deep in rem sleep you may notice it shaking, crying, kicking, or moving its legs like it’s running. Millan points out that while this behavior isn't exactly harmful, reinforcing it isn't a good idea.

I cannot say for sure, however, the likelihood is that your puppy is dreaming. The possible reason is your dog’s dream. As with barking, dogs who whimper or whine are trying to communicate.