Sophie Turner was understandably emotional Friday night as she cradled her dog, Porky, and watched her husband Joe Jonas shoot a music video.
TMZ broke the story ... Joe and Sophie's other Alaskan Klee Kai, Waldo, was struck and killed by a car Wednesday as he was walking in Lower Manhattan with his dog walker. Waldo got spooked by a pedestrian, broke free and ran into the street where he was hit by a vehicle.
Joe Jonas and Sophie were torn up by the tragedy. They filed a police report and told cops they were so distraught they had to see a therapist.
Before the video shoot, Joe and Sophie comforted each other as they walked in a New York City park with Porky.
As we reported, Waldo and Porky were brothers. Joe originally got Porky as a surprise for Sophie, and later adopted Waldo after they decided they wanted another dog.