Animal-assisted interventions are being increasingly used in studies that support various health effects. This study compared the psychophysiological and emotional responses during diverse activities with a dog to understand the impact of activity type. This study included 30 healthy adults (average age: 27.9 ± 8.4 years). Participants performed eight different activities with a dog for 3 minutes each. These activities included meeting, playing, feeding, massaging, grooming, photographing, hugging, and walking. Brain waves in the prefrontal, frontal, parietal, and occipital lobes were measured during the activities. Subjective evaluation of their emotions was recorded after each activity via the Profile of Mood States, Semantic Differential Method, and Stress Numeric Rating Scale. The alpha (relative, relative slow, relative fast) power spectra indicated that the brain’s relaxation and resting state significantly increased when playing with and walking a dog. The beta (relative, relative low, and relative mid) power spectra significantly increased during dog massage, grooming, and playing activities, indicating improved concentration without stress. Notably, playing with a dog positively affected both relaxation and concentration. The Profile of Mood States outcome showed that activities such as feeding, massaging, and hugging the dog decreased the total mood disorder score, which indicated a positive effect on participants’ moods. The Semantic Differential Method revealed that participants felt comfortable and natural while walking with a dog and relaxed when massaging it. Participants showed significantly lower stress moods in all the activities. This study demonstrated that specific dog activities could activate stronger relaxation, emotional stability, attention, concentration, and creativity by facilitating increased brain activity. In addition, interactions with dogs could decrease stress and induce positive emotional responses. These results provide data that forms the basis for the composition of the AAI program and may be applicable as a reference to determine the most effective activities for specific applications.