Human–dog interactions have a positive effect on human sociality and health. The relationship with dogs helps humans to cope with stress during an emotionally challenging period, such as the COVID-19 pandemic. During this period, a growing global interest in pets has been registered, including the volunteering for shelter/stray dog protection. However, a considerable increase of human dysfunctional interventions toward dogs has been observed in Southern Italy. In this study, we investigated the psychological characteristics of humans volunteering at animal shelter or engaged in stray dog protection. The effect of psychological training and education about dog ethological needs on volunteers’ helping behavior was also analyzed. We report that the intervention can improve volunteers’ physiological features and, consequently, may enhance human management and dog welfare.