When confronted with an ambiguous stimulus, an individual's perception of and behaviour towards the situation are affected by emotional states. In a new situation, positive emotional states lead to optimistic reactions; negative emotional states, to pessimistic reactions. This phenomenon is related to welfare and is well-studied in humans and other animals via the cognitive bias test. This test is often used in applied ethology, especially for captive animals, and assesses the emotional state of animals to evaluate their welfare. However, one species is often forgotten in that category of “captive animals”: domestic dogs. Pet dogs can be considered “captive” insofar as they cannot choose their daily activities; nor do they generally have the opportunity to express the natural behaviors necessary for their welfare – such as olfactory foraging behaviour. In this study, we tested the effect of an olfaction-based activity on pet dogs’ emotional states. Dogs were first given a cognitive bias test, then practiced a daily, specified activity for two weeks, and finally were given a cognitive bias test again. The activity conducted differed between the groups: dogs from the experimental group practiced nosework, and dogs from the control group practiced heelwork. Results show that the latency to approach the ambiguous stimulus declined significantly after treatment in the experimental group, whereas the latency did not change for dogs in the control group. We conclude that allowing dogs to spent more time using their olfaction through a regular nosework activity makes them more optimistic. By allowing dogs more “foraging” time, their welfare is improved. Applications for pet dogs in daily life are discussed.