In Missouri, it is not illegal to shoot your own dog. However, there are certain circumstances in which doing so could be considered animal cruelty. For example, if the dog was not posing a threat and was simply killed for convenience or sport, that would likely be considered abuse. Additionally, any type of torture prior to shooting the dog would also be classified as animal cruelty. If you are unsure about whether or not your actions would be considered illegal, it is best to consult with an attorney or law enforcement officer before taking any action.