Joe Jonas and Sophie Turner reportedly sought therapy following their dog's sudden death.

Sophie Turner and Joe Jonas

Sophie Turner and Joe Jonas

The duo's pooch, Waldo Picasso, was hit and killed by a car in New York city recently after escaping from its leash and the pair are said to be seeing a therapist to help them process the aftermath of the shocking incident, TMZ reports.

The Alaskan Klee Kai's death was described as a "freak accident" that occurred after the dog got scared by a pedestrian and escaped the leash his dog walker was holding.

Joe, 29, and Sophie, 23, got the dog, brother to Joe's pooch Porky Basquiat, in April 2018.

Sophie and Joe, who just got back from their honeymoon in the Maldives, went to the police to file a report about the incident.

However, the driver of the vehicle reportedly won't be criminally charged as the dog is considered property in legal terms and the entire incident is being seen as an accident.

Meanwhile, Jonas Brothers musician Joe and 'Game of Thrones' actress recently tied the knot in front of family and friends at an intimate ceremony at Le Chateau de Tourreau in Sarrians, France.

Joe and Sophie were legally married first in Las Vegas in May and the actress previously revealed her father was thrilled when she married Joe.

She said: "My dad was beyond pleased when I married a musician because it was always kind of, 'You have to marry a rugby player or a musician.' So I got one of them right ... He's getting into the Jonas Brothers. They weren't his demographic, but he's getting into them now and he loves them and the new music is fantastic."

And Joe revealed his own parents found out about his first wedding online but he didn't think they'd mind because it was only the "legal portion" of the marriage and they were planning the second ceremony.

He said: "They did find out online. Well, in my mind, you know, that was the legal portion of the marriage. So I was thinking, like, 'Look, this is not the most important day' There's an important day, I mean, I'll keep private, but ahead of us. So we were, like, this is just whoever's in town."