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Gradual Separation
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It is generally best to get the dogs used to the idea of being separated gradually. This means taking each dog out independently, feeding it independently, playing with it independently and training it independently. In short, you will be developing a set relationship with that particular dog away from his sibling. Eventually you can keep the dogs apart for longer periods until they no longer express anxiety at being separated. In some cases you may want to do a test separation by sending one dog to a friend's house or kennel for a day or two in order to see how your remaining dog handles the split.
Bonding
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Since you are weakening the sibling relationship that your dog has become reliant on, you will need to replace that interaction with a different relationship. Ideally, you should spend a lot of time playing with and interacting with your dog as you break the bond with the sibling. If your dog is more devoted to you than he is to his littermate, he is less likely to experience extreme stress when he is separated from his sibling as long as you are there with him.
Timing and Age
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The younger your dogs are, the more easily you will be able to separate them without lasting effects. You will also have an easier time establishing a separation if you separate the dogs while making other changes, such as a move to a new location, where you can set up new patterns and habits that do not involve both dogs.
Aggressive Dogs
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In some cases, sibling dogs can become aggressive with one another, and one may become fearful or aggressive when separated from the sibling. In this case you will likely need to enlist the services of a professional dog trainer and consult with your veterinarian to determine the safest and most effective way to initiate the separation. This is especially true if the dogs have become aggressive toward you, humans in general or other pets. Note that if the dogs have become aggressive to one another and pose a risk to themselves or other people or animals, an immediate separation will be necessary in order to avoid injury.
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Helping Sibling Dogs Adjust to a Split
Separating dogs that have been together since birth can be a frustrating and stressful process for both the dogs and the owners. Unfortunately, sometimes it is necessary to separate littermates due to life changes or as an attempt to curtail undesirable behaviors.