Religions don't specify that pets will be in heaven, but neither the Bible nor any other sacred book of other religions state that animals will not be with us. Therefore, DeStefano's idea of "Why not have animals in heaven?" is something to contemplate.
For the person grieving for her pup, I would like to reprint the story of the "Rainbow Bridge" by an unknown author. It has provided comfort and, yes, tears for many of us who have lost a beloved pet.
The Rainbow Bridge Story
"Just this side of heaven is a place called The Rainbow Bridge.
When an animal dies that has been especially close to someone here, that pet goes to the Rainbow Bridge. There are meadows and hills for all of our special friends so they can run and play together. There is plenty of food and water and sunshine, and our friends are warm and comfortable. All the animals who had been ill and old are restored to health and vigor, those who were hurt or maimed are made whole and strong again, just as we remember them in our dreams of days and time gone by.
The animals are happy and content, except for one small thing, they miss someone very special to them, who had to be left behind.
They all run and play together, but the day comes when one suddenly stops and looks into the distance. The bright eyes are intent, the eager body quivers. Suddenly they begin to break away from the group, flying over the green grass, their legs carrying them faster and faster. YOU have been spotted, and when you and your special friends finally meet, you cling together in joyous reunion, never to be parted again. The happy kisses rain upon your face, your hands again caress the beloved heads, and you look once more into the trusting eyes of your pets, so long gone from your life but never absent from your heart.
Then you cross Rainbow Bridge together."
I hope this helps.