The incident happened last Saturday.
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The dogs' owners, Bayron Osorio and Oxana Bolanos, were sitting on the bridge when an unknown suspect pulled up next to them, got out and demanded the dogs, according to Osorio.
"As he got closer, that's when he took out the gun and he told me again where I'm from and I didn't tell him nowhere and he just pointed a gun to my friend too and she started crying," he told Eyewitness News.
The Los Angeles County District Attorney's Office have since filed a felony complaint for two counts of armed robbery.
The dogs, whose names are Rhino and Blue, still have not been found.
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Osorio's said Rhino is tan and weighs about 22 to 24 lbs. He has since created an Instagram page to help spread the word on the robbery. He said anyone with tips could send him an email at bringrhinohome@gmail.com.
The incident remains under investigation. Anyone with information is asked to call LAPD.