The Rolling Stones Song of the Day is Walking The Dog. Walking The Dog is the final song on The Rolling Stones self-titled debut album. Walking The Dog was written and first performed by Rufus Thomas an entertainer from Memphis. It was released on the great Stax record label. It was Rufus Thomas’s signature song, reaching #10 in the Hot 100. The song has been covered a couple dozen times- first here by The Rolling Stones. The unique thing about The Rolling Stones version as far as The Stones go is Brian Jones provides the harmony vocals on the chorus. Other artists who have covered the song- Johnny Rivers, The Everly Brothers, Aerosmith, John Cale, Green Day, Rat, Mitch Ryder and The Detroit Wheels, Roger Daltrey among others. The Grateful Dead would play it now and then in concert also.