Running into dogs "big and small" has become a "new hazard of working at Walmart," CEO Doug McMillon says.

Walmart last month started an in-home delivery option experiment in Kansas City, Pittsburgh and Vero Beach, Florida. It has said it plans to scale this $19.95 a month offering "aggressively."

"We have this place on the app where customers can tell us whether they have a dog or not," McMillon told CNBC's Becky Quick from the network's Evolve Summit in Los Angeles this week. "And sometimes they misinform us about whether the dog is in the house, or not in the house."

"We've had a few instances where we just stop the delivery, exit the home, call the owner and say, 'We'll need to resolve the dog issue before we put your food in the refrigerator.'"

To make deliveries, Walmart said, employees must have at least a year of service with the company, background checks, motor vehicle record checks and extensive training.

Walmart shares have climbed about 28% this year. The retailer has a market cap of about $341 billion.