Yes, Lump the Dachshund is said to have been "the only animal Picasso took in his arms." But clearly Picasso had a great fondness for other breeds too, especially Afghans. As far as I can tell he owned three in his lifetime; Kabul, Kasbec, and Sauterelle. Here are some photos.
This last photo was taken two years after Picasso died. Kabul's expression breaks my heart. Duncan described him as spending "his last days gazing at the villa as though remembering those early years when he was constantly at the side of Picasso and Jacqueline." He died shortly after this photograph was taken.
I have yet to find any Afghans who made their way into Picasso's paintings, but many believe his 1967 sculpture in Chicago's Daley Plaza is actually Kabul's head.
...and a goat named Esmerelda, here tied to a statue of herself...
I spent several hours on David Douglas Duncan's website. His photos are extraordinary and the online exhibition is excellent. Click here to visit it yourself.