The actress shared the sad news Wednesday, saying she was in tears over the loss. As Kaley explained, Blue's loss was even more upsetting because he was the third dog she's had to put down in the last year.

Remember, Kaley announced the passing of King last month -- less than a year after her rescue pup Dump Truck died last May.

While Kaley's clearly heartbroken over Blue, she says she's also particularly sad for her partner, Tom Pelphrey ... who's the dog's original owner.

According to Kaley, it took some time for Blue and her to grow comfortable with one another -- naturally, he favored Tom over her.

However, "After some time Blue finally realized we were a family and we were all sticking together. Something changed. He was amazing. Protective of me and the rest of our pup crew, always on guard. I felt so safe home alone with him and when anyone came to the door I would put Blue on the leash and have him sit right next to me."

Kaley went on to add that Blue was incredibly patient and gentle with their young daughter Matilda, who was born last year.

It's no secret Kaley is an animal lover, having rescued several dogs over the years, and she also owns a few horses.

But, Blue was clearly a family favorite, with Kaley and Tom wearing the pup on Christmas sweaters one year.