The Labrador reportedly jumped into the water to cool off, but then couldn't figure out a way out.
The footage shows an officer using a net to catch the dog.
Soon after, the officer grabs the dog by its collar as he brings it to safety.
Authorities said the dog was exhausted, but safe.
The National Weather Service in Phoenix said the temperature at Sky Harbor International Airport reached 100 degrees at 2 p.m. on Saturday.
The city is expected to see a slight cool down soon.