Many dog breeds, including toy dogs like fox terriers and Chihuahuas, tend to shake when excited, anxious, or cold. It may be that the dog can't jump or run, so it trembles as a way to expel some of its energy. Short-term shaking in a dog may be normal; But if the shaking is starting to affect the dog's daily life, take it to the veterinarian to see if there's a medical reason for the shaking.