The story likely originated from the sensationalized reporting surrounding the death of Lord Carnarvon, who was the sponsor of the excavation of Tutankhamun's tomb. His death, shortly after the tomb's opening, was widely publicized and fueled by various rumors and superstitions surrounding the "Curse of the Pharaohs."
The truth is that Lord Carnarvon died from a mosquito bite that became infected. There is no mention of his dog dying at the same time.
It's important to separate fact from fiction when it comes to historical events, particularly those surrounded by folklore and superstition.