Social robots are becoming increasingly common in the contexts of education and healthcare. This paper reports on the findings of the first stage of an exploratory study conducted with (n=16) Finnish preschoolers aged 5-7 years. The multidisciplinary study intertwining the areas of early education pedagogics, smart toys and interactive technologies, employed both a commercial robot dog and a real dog to study the potential of these artificial and living entities to support and facilitate social-emotional learning (SEL) through a guided playful learning approach. We performed a research intervention including facilitation, observation and video- recordings of three play sessions organized in March-May 2020. The preliminary findings indicate how guided playing with the robot dog supported SEL through conversation about human relationships, while interaction with the real dog facilitated empathic responses through spontaneous reactions on the animal's behavior. The contribution of our research is an understanding of that a robotic dog more than a living dog may assist in simulating human interaction more than human- animal interaction and is in this way suitable to support playful learning of social-emotional competencies.