There is mounting evidence for a link between behaviour and the gut microbiome in animal and human health. However, the role of the gut microbiome in the development and severity of behavioural issues in companion dogs is not yet fully understood. Here, we investigated the relationship between gut microbiota composition and aggression or anxiety in pet dogs. Dogs were assigned to higher or lower anxiety and aggression groups based on their owner's responses to the Canine Behavioral Assessment & Research Questionnaire (C-BARQ). Then, the gut microbiota composition of each animal, sequenced from microbial DNA extracted from fecal samples, was assessed for association with the dog's assigned behavioural group using multiple approaches. While minimal differences in relative abundance were seen between behavioural groups, machine-learning and compositional balance models could predict behavioural group based on gut microbiota composition. The genus Blautia was identified consistently across analyses, suggesting a link between this genus and anxiety in pet dogs. This study provides insight into specific bacteria that are linked to increased anxiety and aggression in pet dogs. Further research is required to identify bacteria to the species level, and to better understand the specific role of Blautia in the canine gut-brain axis.