Denise Smalt, a trainer in upstate New York, issues a warning about the harmless-seeming tennis ball. Eight years ago, Smalt sold a Shepherd puppy to a couple. Even though I tell all my puppy people, as well as all my obedience students, how dangerous tennis balls are for large breeds, they still let their Shepherd play with tennis balls because they had always let their dogs play with them, and had no problems.