A man who claimed his pet pug dog was stolen at knife-point in Sydney Olympic Park earlier this month has been charged with making a false report to police about the late-night armed robbery, which police allege never happened.

However, police are still searching for the 14-week-old puppy, named Egg, who has been missing since February 9 when his owner claimed he had been stolen.

On that night, the 29-year-old man told police he was walking Egg near the corner of Australia Avenue and Parkview Drive about 10.30pm when he was confronted by three men who were armed with knives.

The man told police the offenders demanded his wallet and backpack, which he handed over to them.