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CAMDEN, Mo. -- A family is heartbroken after they said a Camden police officer shot and killed their dog in their own yard. The family said the three-and-a-half-year-old golden retriever has no history of aggression.

"When I looked that's when I heard the shots. He shot him once then shot him twice, then there was a pause and he shot him a third time," said Rhiannon Wilhite, the dog's owner. "I heard my kids screaming and I ran into the house."

She said her kids don't want anything for Christmas this year except for their dog, "Marley." Wilhite said the children's last memory of the beloved dog is seeing it shot to death in their yard.

"They become your family members and like I told some of my closest friends, I watched my family member get murdered," she told FOX 4.

Wilhite said Marley loved to go down to the bus stop and hang out with the neighborhood kids when they got off the bus. Last Wednesday, December 17, Marley was barking at a little girl and following her down the street. Later that day Wilhite said a Ray County Sheriff's Deputy vehicle pulled into her driveway, but the driver claimed to be a police officer with the City of Camden.

She said the officer explained the dog needed to be on a leash when the kids got off the bus. Wilhite said she was trying to get the dog in the house when it ran off. She told FOX 4 as Marley came running around the other side of the house, the officer shot the dog three times, killing him.

"I saw Marley get shot the second time, he fell on the ground. Then probably 30 seconds, at least 30 seconds after that of being on the ground he shot again, the third time," said Raymond Wilhite, who is also the dog's owner.

Wilhite said the officer claimed he feared for his life and thought the dog was going to bite him. After the dog was shot the family said the officer left the dead dog behind in the yard.

"I borrowed a shovel from my dad and I went out back and buried Marley," Raymond Wilhite said. "I dug a hole back there and I talked with Marley some more and the kids came out and they said bye."

FOX 4 made several attempts to get the other side of the story Monday from the Ray County Sheriff's Office. The staff hung up on us twice when we asked about the incident and said they wouldn't talk to the media. The Ray County Clerk did confirm to FOX 4 that the deputy worked at the sheriff's office and it was possible he worked at both the city police department and the sheriff's office.

Rhiannon Wilhite said she tried to file a complaint through the Camden Police Department but it directed her to the Ray County Sheriff's Office. She said the sheriff's office said it doesn't do internal investigations and she would need to go to a higher power, like the attorney general.