Should I be worrying dog sleeping under the covers?

Yeah, I don't see a problem with this either. We had a cat who loved sleeping between people under the covers. When he needed out, he got out.

The smaller the dog, though, I would potentially worry about the dog being smothered by one of the people sleeping in the bed. I'm assuming that the dog would use his or her teeth and make lots of noise if it were being smothered. I'm particularly worried about co-sleeping with babies for the smothering reason, but I think your dog has more natural defenses if there was an issue.

You know how some humans can sleep with their face under the covers no problem? Well maybe you dog is super comfortable in a warm-breathing environment?