According to my vet, cat food has more calories than dog food and that's why they like it. Most terriers are pretty hyper to begin with, so they probably burn the calories off better than other dogs; at least our Jack Russell Terrier does. What you might try is to mix the cat food with the dog food for a couple of weeks, then slowly wean the dog off the cat food - using less each week - until he's completely off the food.
Our dog would eat the cat food, but I keep it on top of the clothes dryer. The dog food stays on the kitchen floor and many times the two cats will help themselves to the dog food too.
My understanding is it's the reverse. Cats should not be fed dog food, which some are tempted to buy because dog food is often cheaper. Cats have more complex needs than dogs, and dog food doesn't give them the nutrients they need. Dogs can eat cat food on an emergency basis, but should not be fed it as a regular thing.
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A lot of people use treats for dog training these days. A handy and convenient treat to use is dry cat food. The pieces are small, which prevents over feeding your dog. They are dry, so they are nice to put in a pocket for outdoor training.