A pet pug dog whose mysterious disappearance sparked a search across Sydney has died, detectives say.

The 14-week-old puppy, named Egg, died at his owner's home and his "body was disposed of", a NSW Police spokeswoman said on Thursday afternoon.

News of Egg's death comes a day after his owner, a 29-year-old man, was charged with making a false report to police, after he claimed the puppy was stolen during a late-night armed robbery at Sydney Olympic Park.

At the time of Egg's disappearance on February 9, the man allegedly told police he was walking the puppy near the corner of Australia Avenue and Parkview Drive about 10.30pm when he was confronted by three men who were armed with knives.